+82.7%
WULF vs PEG
+148.0%
-65.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | +1.4% | -0.9% | +2.3% | +1.7% |
| 30D | -2.6% | -3.7% | +1.1% | -1.4% |
| 3M | -34.0% | -7.3% | -26.7% | -32.4% |
| 6M | +10.0% | -10.5% | +20.5% | +14.0% |
| YTD | +45.7% | -7.5% | +53.2% | +49.6% |
| 1Y | +57.3% | -8.7% | +66.1% | +61.7% |
| 3Y | +878.9% | +31.4% | +847.6% | +836.1% |
| 5Y | -28.3% | +37.8% | -66.1% | -31.9% |
| All | +82.7% | +148.0% | -65.3% | +82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling