+2,286.5%
PG vs WULF
+1,720.0%
+566.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.6% |
| 7D | -0.8% | +1.4% | -2.2% | -0.8% |
| 30D | +0.8% | -2.6% | +3.4% | +0.8% |
| 3M | -1.3% | -34.0% | +32.6% | -1.2% |
| 6M | -3.8% | +10.0% | -13.8% | -4.0% |
| YTD | +3.6% | +45.7% | -42.1% | +3.2% |
| 1Y | -5.7% | +57.3% | -63.1% | -6.2% |
| 3Y | +1.6% | +878.9% | -877.4% | -1.7% |
| 5Y | +14.6% | -28.3% | +42.9% | +11.8% |
| 10Y | +121.2% | +82.7% | +38.5% | +110.7% |
| All | +2,286.5% | +1,720.0% | +566.5% | +2,064.9% |
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