+140.4%
WULF vs PBF
+315.7%
-175.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.7% | -4.1% |
| 7D | +15.6% | +1.4% | +14.2% | +15.5% |
| 30D | +5.7% | +15.8% | -10.1% | +4.3% |
| 3M | -32.3% | +90.3% | -122.6% | -35.8% |
| 6M | +23.7% | +102.8% | -79.1% | +15.5% |
| YTD | +49.1% | +187.3% | -138.2% | +34.9% |
| 1Y | +66.3% | +161.8% | -95.5% | +50.8% |
| 3Y | +851.7% | +55.5% | +796.2% | +777.0% |
| 5Y | -30.9% | +801.9% | -832.8% | -40.7% |
| 10Y | +86.9% | +362.2% | -275.3% | +62.8% |
| All | +140.4% | +315.7% | -175.2% | +111.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling