+1,149.5%
WULF vs PEGA
+46.3%
+1,103.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.5% |
| 7D | +11.0% | +0.1% | +10.9% | +10.8% |
| 30D | +9.4% | -4.1% | +13.5% | +10.1% |
| 3M | -22.6% | -2.8% | -19.8% | -23.0% |
| 6M | -45.4% | -0.4% | -45.0% | -47.2% |
| YTD | +9.8% | -45.4% | +55.2% | +29.0% |
| 1Y | +8.0% | -42.6% | +50.7% | +24.5% |
| 3Y | +1,149.5% | +45.4% | +1,104.1% | +773.8% |
| All | +1,149.5% | +46.3% | +1,103.2% | +773.8% |
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 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