+75.7%
PEP vs WULF
+76.1%
-0.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.8% | +5.8% | 0.0% |
| 7D | -1.4% | -0.6% | -0.8% | -1.4% |
| 30D | -0.2% | -3.6% | +3.4% | -0.2% |
| 3M | -4.3% | -30.4% | +26.1% | -4.3% |
| 6M | -13.2% | +12.5% | -25.7% | -13.3% |
| YTD | -1.9% | +40.5% | -42.4% | -2.1% |
| 1Y | -0.3% | +53.0% | -53.3% | -0.6% |
| 3Y | -13.6% | +796.7% | -810.3% | -15.5% |
| 5Y | +3.4% | -30.9% | +34.3% | +1.4% |
| All | +75.7% | +76.1% | -0.4% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WULF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling