-1.7%
PEP vs WULF
+60.2%
-61.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -4.0% | -0.1% |
| 7D | -1.0% | +1.4% | -2.3% | -0.9% |
| 30D | -0.7% | -2.6% | +2.0% | -0.6% |
| 3M | -4.1% | -34.0% | +29.8% | -4.3% |
| 6M | -13.1% | +10.0% | -23.1% | -13.2% |
| YTD | -2.1% | +45.7% | -47.8% | -2.7% |
| 1Y | -1.7% | +57.3% | -59.0% | -7.8% |
| All | -1.7% | +60.2% | -61.8% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling