+57.3%
WULF vs PBF
+184.8%
-127.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.8% |
| 7D | +1.4% | +5.3% | -3.9% | +1.7% |
| 30D | -2.6% | +11.7% | -14.3% | -1.9% |
| 3M | -34.0% | +91.1% | -125.0% | -30.4% |
| 6M | +10.0% | +88.4% | -78.4% | +14.3% |
| YTD | +45.7% | +194.1% | -148.4% | +45.1% |
| 1Y | +57.3% | +180.4% | -123.1% | +57.1% |
| All | +57.3% | +184.8% | -127.5% | +57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling