+53.0%
WULF vs PCG
-4.6%
+57.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.7% | -5.6% |
| 7D | -0.6% | +0.5% | -1.1% | -0.4% |
| 30D | -3.6% | -18.9% | +15.3% | -2.1% |
| 3M | -30.4% | -15.8% | -14.6% | -29.1% |
| 6M | +12.5% | -22.6% | +35.0% | +15.1% |
| YTD | +40.5% | -12.2% | +52.7% | +49.0% |
| 1Y | +53.0% | -7.1% | +60.1% | +64.8% |
| All | +53.0% | -4.6% | +57.6% | +64.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling