+1,673.9%
PEP vs WULF
+1,762.4%
-88.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -1.2% |
| 7D | -1.7% | +15.6% | -17.3% | -1.8% |
| 30D | +0.3% | +5.7% | -5.4% | +0.3% |
| 3M | -3.2% | -32.3% | +29.0% | -3.1% |
| 6M | -13.6% | +23.7% | -37.3% | -13.8% |
| YTD | -1.9% | +49.1% | -50.9% | -2.3% |
| 1Y | -0.6% | +66.3% | -66.9% | -1.3% |
| 3Y | -13.6% | +851.7% | -865.3% | -16.5% |
| 5Y | +3.2% | -30.9% | +34.1% | +0.5% |
| 10Y | +79.1% | +86.9% | -7.8% | +70.2% |
| All | +1,673.9% | +1,762.4% | -88.5% | +1,471.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling