-30.9%
WULF vs PCG
+55.2%
-86.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.2% | -2.3% |
| 7D | +15.6% | +6.5% | +9.1% | +12.9% |
| 30D | +5.7% | -16.7% | +22.5% | +12.9% |
| 3M | -32.3% | -14.2% | -18.1% | -29.3% |
| 6M | +23.7% | -21.5% | +45.1% | +34.6% |
| YTD | +49.1% | -11.2% | +60.3% | +52.3% |
| 1Y | +66.3% | -4.2% | +70.5% | +61.8% |
| 3Y | +851.7% | -14.9% | +866.5% | +885.8% |
| 5Y | -30.9% | +54.2% | -85.2% | -39.2% |
| All | -30.9% | +55.2% | -86.2% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling