+82.7%
WULF vs PBF
+374.8%
-292.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.6% |
| 7D | +1.4% | +5.3% | -3.9% | +1.0% |
| 30D | -2.6% | +11.7% | -14.3% | -3.7% |
| 3M | -34.0% | +91.1% | -125.0% | -37.8% |
| 6M | +10.0% | +88.4% | -78.4% | +2.6% |
| YTD | +45.7% | +194.1% | -148.4% | +29.9% |
| 1Y | +57.3% | +180.4% | -123.1% | +40.0% |
| 3Y | +878.9% | +59.3% | +819.6% | +791.0% |
| 5Y | -28.3% | +816.3% | -844.6% | -39.8% |
| All | +82.7% | +374.8% | -292.2% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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