+878.9%
WULF vs PEGA
+54.2%
+824.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.3% | +3.3% |
| 7D | +1.4% | -3.0% | +4.4% | +2.2% |
| 30D | -2.6% | +15.9% | -18.5% | -7.4% |
| 3M | -34.0% | +10.8% | -44.8% | -37.4% |
| 6M | +10.0% | -16.5% | +26.5% | +14.3% |
| YTD | +45.7% | -39.0% | +84.7% | +68.3% |
| 1Y | +57.3% | -37.3% | +94.6% | +78.0% |
| 3Y | +878.9% | +59.2% | +819.8% | +736.4% |
| All | +878.9% | +54.2% | +824.7% | +736.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling