+1,762.4%
WULF vs PEG
+2,183.8%
-421.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.9% |
| 7D | +15.6% | -0.1% | +15.7% | +15.6% |
| 30D | +5.7% | -1.7% | +7.5% | +6.0% |
| 3M | -32.3% | -6.8% | -25.5% | -31.7% |
| 6M | +23.7% | -11.4% | +35.0% | +25.7% |
| YTD | +49.1% | -7.2% | +56.3% | +50.7% |
| 1Y | +66.3% | -6.1% | +72.4% | +67.7% |
| 3Y | +851.7% | +31.8% | +819.9% | +832.3% |
| 5Y | -30.9% | +35.6% | -66.5% | -32.5% |
| 10Y | +86.9% | +148.7% | -61.8% | +76.0% |
| All | +1,762.4% | +2,183.8% | -421.4% | +1,675.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling