+1,272.1%
WULF vs PCG
+12.9%
+1,259.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -3.3% |
| 7D | +11.0% | +2.2% | +8.8% | +10.9% |
| 30D | +9.4% | +0.8% | +8.6% | +9.3% |
| 3M | -22.6% | -23.8% | +1.2% | -21.8% |
| 6M | -45.4% | -19.6% | -25.8% | -45.0% |
| YTD | +9.8% | -16.7% | +26.6% | +10.5% |
| 1Y | +8.0% | -19.4% | +27.4% | +8.8% |
| 3Y | +1,149.5% | -18.3% | +1,167.8% | +1,158.9% |
| 5Y | -55.6% | +10.4% | -66.0% | -55.6% |
| 10Y | +34.7% | -76.1% | +110.8% | +37.6% |
| All | +1,272.1% | +12.9% | +1,259.1% | +1,534.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling