+3.2%
WULF vs PENG
+136.5%
-133.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -3.3% |
| 7D | +29.4% | +34.6% | -5.2% | +10.4% |
| 30D | -1.3% | -35.9% | +34.6% | +22.1% |
| 3M | -24.1% | -14.7% | -9.4% | -20.1% |
| 6M | -42.8% | +13.5% | -56.3% | -51.0% |
| YTD | +13.5% | +156.1% | -142.6% | -47.3% |
| 1Y | +3.2% | +141.3% | -138.2% | -48.8% |
| All | +3.2% | +136.5% | -133.4% | -48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling