+82.7%
WULF vs PEGA
+184.6%
-102.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.3% | +3.2% |
| 7D | +1.4% | -3.0% | +4.4% | +2.2% |
| 30D | -2.6% | +15.9% | -18.5% | -7.8% |
| 3M | -34.0% | +10.8% | -44.8% | -37.9% |
| 6M | +10.0% | -16.5% | +26.5% | +13.0% |
| YTD | +45.7% | -39.0% | +84.7% | +65.2% |
| 1Y | +57.3% | -37.3% | +94.6% | +75.0% |
| 3Y | +878.9% | +59.2% | +819.8% | +650.0% |
| 5Y | -28.3% | -44.9% | +16.6% | -35.7% |
| All | +82.7% | +184.6% | -102.0% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded PEGA 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling