+1,217.0%
WULF vs PENG
+191.6%
+1,025.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +9.3% | -0.4% | +4.2% |
| 7D | +13.2% | -3.8% | +17.0% | +15.3% |
| 30D | -10.1% | -40.1% | +30.0% | +14.8% |
| 3M | -27.5% | -21.8% | -5.7% | -19.9% |
| 6M | -47.1% | +3.3% | -50.4% | -51.3% |
| YTD | +7.7% | +133.6% | -125.9% | -36.0% |
| 1Y | -11.2% | +110.7% | -121.9% | -44.3% |
| 3Y | +1,217.0% | +204.3% | +1,012.8% | +484.4% |
| All | +1,217.0% | +191.6% | +1,025.4% | +484.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling