-55.9%
WULF vs PEGA
-44.5%
-11.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.7% |
| 7D | +11.0% | +0.1% | +10.9% | +10.7% |
| 30D | +9.4% | -4.1% | +13.5% | +10.5% |
| 3M | -22.6% | -2.8% | -19.8% | -23.3% |
| 6M | -45.4% | -0.4% | -45.0% | -48.2% |
| YTD | +9.8% | -45.4% | +55.2% | +33.9% |
| 1Y | +8.0% | -42.6% | +50.7% | +28.4% |
| 3Y | +1,149.5% | +45.4% | +1,104.1% | +722.2% |
| All | -55.9% | -44.5% | -11.4% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling