+1,352.5%
WULF vs PCAR
+10,167.1%
-8,814.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.4% | +3.9% | +6.0% |
| 7D | +14.2% | +2.2% | +12.0% | +13.9% |
| 30D | -0.1% | +0.3% | -0.4% | -0.2% |
| 3M | -20.2% | -17.9% | -2.3% | -17.9% |
| 6M | -42.8% | -3.4% | -39.4% | -42.6% |
| YTD | +16.3% | -0.1% | +16.4% | +16.4% |
| 1Y | +8.0% | +13.4% | -5.4% | +6.1% |
| 3Y | +1,263.3% | +37.2% | +1,226.1% | +1,223.0% |
| 5Y | -53.5% | +117.3% | -170.8% | -56.8% |
| 10Y | +42.6% | +295.0% | -252.4% | +24.8% |
| All | +1,352.5% | +10,167.1% | -8,814.6% | +1,011.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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