+23.7%
WULF vs PEG
-10.6%
+34.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.3% |
| 7D | +15.6% | -0.1% | +15.7% | +15.8% |
| 30D | +5.7% | -1.7% | +7.5% | +6.8% |
| 3M | -32.3% | -6.8% | -25.5% | -30.7% |
| 6M | +23.7% | -11.4% | +35.0% | +35.1% |
| All | +23.7% | -10.6% | +34.2% | +35.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling