-22.1%
WULF vs PEG
-6.2%
-15.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.6% | -7.2% | -6.8% |
| 7D | -12.8% | +1.0% | -13.9% | -13.5% |
| 30D | -20.9% | +6.6% | -27.5% | -24.0% |
| 3M | -38.0% | -3.1% | -34.9% | -36.9% |
| 6M | -47.5% | -7.4% | -40.2% | -45.6% |
| YTD | +1.8% | -6.4% | +8.3% | +6.0% |
| 1Y | -22.1% | -7.4% | -14.6% | -18.0% |
| All | -22.1% | -6.2% | -15.9% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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