+32.5%
PFE vs WULF
+76.1%
-43.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.3% | -0.4% |
| 7D | -4.0% | -0.6% | -3.5% | -4.0% |
| 30D | +3.9% | -3.6% | +7.5% | +3.9% |
| 3M | +9.9% | -30.4% | +40.3% | +10.2% |
| 6M | +5.3% | +12.5% | -7.2% | +4.9% |
| YTD | +16.8% | +40.5% | -23.7% | +15.9% |
| 1Y | +20.4% | +53.0% | -32.6% | +19.2% |
| 3Y | -2.1% | +796.7% | -798.8% | -7.0% |
| 5Y | -21.0% | -30.9% | +9.9% | -23.8% |
| All | +32.5% | +76.1% | -43.6% | +20.7% |
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