+1,869.8%
PFE vs WULF
+1,695.0%
+174.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.3% |
| 7D | +1.8% | +7.6% | -5.8% | +1.6% |
| 30D | +10.2% | -8.6% | +18.9% | +10.3% |
| 3M | +12.7% | -37.0% | +49.6% | +13.3% |
| 6M | +10.5% | +7.4% | +3.1% | +10.1% |
| YTD | +20.2% | +43.7% | -23.5% | +18.9% |
| 1Y | +24.1% | +86.1% | -62.1% | +22.0% |
| 3Y | -3.6% | +733.8% | -737.4% | -9.9% |
| 5Y | -20.9% | -33.6% | +12.7% | -24.9% |
| 10Y | +35.8% | +76.1% | -40.2% | +22.8% |
| All | +1,869.8% | +1,695.0% | +174.8% | +1,507.6% |
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