+86.1%
WULF vs PFG
+51.4%
+34.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +2.5% |
| 7D | +7.6% | +5.5% | +2.0% | +4.6% |
| 30D | -8.6% | +2.4% | -11.0% | -10.0% |
| 3M | -37.0% | +13.6% | -50.5% | -42.1% |
| 6M | +7.4% | +27.9% | -20.5% | -9.9% |
| YTD | +43.7% | +35.6% | +8.1% | +15.2% |
| 1Y | +86.1% | +48.5% | +37.7% | +35.2% |
| All | +86.1% | +51.4% | +34.8% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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