+34.7%
WULF vs PCG
-76.0%
+110.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -3.4% |
| 7D | +11.0% | +2.2% | +8.8% | +10.8% |
| 30D | +9.4% | +0.8% | +8.6% | +9.3% |
| 3M | -22.6% | -23.8% | +1.2% | -21.5% |
| 6M | -45.4% | -19.6% | -25.8% | -44.8% |
| YTD | +9.8% | -16.7% | +26.6% | +10.8% |
| 1Y | +8.0% | -19.4% | +27.4% | +9.2% |
| 3Y | +1,149.5% | -18.3% | +1,167.8% | +1,163.2% |
| 5Y | -55.6% | +10.4% | -66.0% | -55.5% |
| All | +34.7% | -76.0% | +110.7% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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