-0.7%
PFE vs WULF
+851.7%
-852.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | 0.0% |
| 7D | -4.3% | +15.6% | -19.9% | -4.3% |
| 30D | +2.7% | +5.7% | -3.0% | +2.6% |
| 3M | +10.0% | -32.3% | +42.3% | +10.3% |
| 6M | +7.2% | +23.7% | -16.5% | +6.8% |
| YTD | +17.3% | +49.1% | -31.8% | +16.6% |
| 1Y | +20.3% | +66.3% | -46.0% | +19.2% |
| All | -0.7% | +851.7% | -852.4% | -8.2% |
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