-3.4%
PEP vs WULF
+1,201.0%
-1,204.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.5% | +2.2% |
| 7D | +2.9% | +11.0% | -8.1% | +3.1% |
| 30D | +12.5% | +9.4% | +3.1% | +12.8% |
| 3M | +4.5% | -22.6% | +27.2% | +4.4% |
| 6M | -0.5% | -45.4% | +44.9% | -0.8% |
| YTD | +4.4% | +9.8% | -5.4% | +4.7% |
| 1Y | +4.4% | +8.0% | -3.7% | +4.7% |
| 3Y | -3.4% | +1,149.5% | -1,152.9% | 0.0% |
| All | -3.4% | +1,201.0% | -1,204.4% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling