+892.2%
WULF vs PCG
-10.8%
+903.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.6% | +4.5% | +6.7% |
| 7D | +21.9% | +5.4% | +16.5% | +19.3% |
| 30D | +4.6% | -15.1% | +19.7% | +10.9% |
| 3M | -30.9% | -9.8% | -21.1% | -29.5% |
| 6M | +29.9% | -18.0% | +47.9% | +39.3% |
| YTD | +55.4% | -7.2% | +62.7% | +55.4% |
| 1Y | +94.1% | +2.9% | +91.3% | +79.7% |
| 3Y | +892.2% | -11.1% | +903.3% | +927.5% |
| All | +892.2% | -10.8% | +903.0% | +927.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling