+157.3%
WULF vs PENG
+751.0%
-593.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | +15.6% | +7.3% | +8.3% | +13.6% |
| 30D | +5.7% | -7.5% | +13.2% | +7.7% |
| 3M | -32.3% | -17.2% | -15.1% | -29.7% |
| 6M | +23.7% | +176.7% | -153.1% | -3.2% |
| YTD | +49.1% | +161.0% | -112.0% | +18.3% |
| 1Y | +66.3% | +108.8% | -42.5% | +37.9% |
| 3Y | +851.7% | +109.8% | +741.9% | +653.0% |
| 5Y | -30.9% | +111.7% | -142.7% | -46.5% |
| All | +157.3% | +751.0% | -593.7% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling