+1,695.0%
WULF vs PCG
+21.4%
+1,673.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.6% |
| 7D | +7.6% | -13.9% | +21.4% | +8.1% |
| 30D | -8.6% | -16.9% | +8.2% | -8.0% |
| 3M | -37.0% | -14.7% | -22.2% | -36.7% |
| 6M | +7.4% | -23.8% | +31.2% | +8.4% |
| YTD | +43.7% | -10.5% | +54.2% | +44.1% |
| 1Y | +86.1% | -5.1% | +91.2% | +86.2% |
| 3Y | +733.8% | -11.6% | +745.4% | +737.3% |
| 5Y | -33.6% | +59.0% | -92.6% | -34.0% |
| 10Y | +76.1% | -75.7% | +151.8% | +79.4% |
| All | +1,695.0% | +21.4% | +1,673.6% | +2,031.0% |
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