-24.7%
WULF vs PEG
+36.3%
-61.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | +1.4% | -0.9% | +2.3% | +2.1% |
| 30D | -2.6% | -3.7% | +1.1% | -0.1% |
| 3M | -34.0% | -7.3% | -26.7% | -30.8% |
| 6M | +10.0% | -10.5% | +20.5% | +18.1% |
| YTD | +45.7% | -7.5% | +53.2% | +53.4% |
| 1Y | +57.3% | -8.7% | +66.1% | +65.7% |
| 3Y | +878.9% | +31.4% | +847.6% | +739.3% |
| All | -24.7% | +36.3% | -61.1% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling