+82.7%
WULF vs PCG
-76.0%
+158.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.4% | +3.8% |
| 7D | +1.4% | -3.5% | +4.9% | +1.6% |
| 30D | -2.6% | -20.6% | +18.0% | -1.4% |
| 3M | -34.0% | -17.6% | -16.4% | -33.3% |
| 6M | +10.0% | -23.5% | +33.5% | +11.5% |
| YTD | +45.7% | -13.6% | +59.3% | +46.6% |
| 1Y | +57.3% | -11.3% | +68.7% | +58.0% |
| 3Y | +878.9% | -16.9% | +895.9% | +888.1% |
| 5Y | -28.3% | +50.8% | -79.1% | -28.6% |
| All | +82.7% | -76.0% | +158.6% | +78.4% |
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