+796.2%
WULF vs PEGA
+1,154.6%
-358.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -4.2% | +12.4% | +8.5% |
| 7D | +21.9% | -2.4% | +24.3% | +22.1% |
| 30D | +4.6% | +9.6% | -5.1% | +3.7% |
| 3M | -30.9% | +2.3% | -33.3% | -31.4% |
| 6M | +29.9% | -23.9% | +53.8% | +31.7% |
| YTD | +55.4% | -39.8% | +95.2% | +60.2% |
| 1Y | +94.1% | -37.4% | +131.5% | +99.1% |
| 3Y | +892.2% | +53.1% | +839.1% | +852.9% |
| 5Y | -26.7% | -47.2% | +20.5% | -26.8% |
| 10Y | +94.0% | +174.3% | -80.4% | +82.7% |
| All | +796.2% | +1,154.6% | -358.4% | +717.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling