+51.7%
WULF vs PEGA
-37.0%
+88.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.0% | -7.7% | -5.8% |
| 7D | -0.6% | -5.3% | +4.7% | -0.6% |
| 30D | -3.6% | +8.3% | -11.9% | -3.6% |
| 3M | -30.4% | +8.9% | -39.3% | -29.9% |
| 6M | +12.5% | -19.7% | +32.2% | +19.4% |
| YTD | +40.5% | -39.9% | +80.4% | +47.6% |
| All | +51.7% | -37.0% | +88.6% | +61.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling