+843.9%
WULF vs PBF
+56.6%
+787.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.5% | -5.9% |
| 7D | -0.6% | +2.3% | -2.9% | -0.9% |
| 30D | -3.6% | +11.6% | -15.2% | -5.9% |
| 3M | -30.4% | +81.7% | -112.1% | -38.3% |
| 6M | +12.5% | +96.4% | -84.0% | -5.6% |
| YTD | +40.5% | +189.5% | -149.0% | +4.0% |
| 1Y | +53.0% | +180.7% | -127.8% | +10.7% |
| All | +843.9% | +56.6% | +787.2% | +654.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling