+82.7%
WULF vs PFG
+251.1%
-168.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.7% | +3.3% |
| 7D | +1.4% | -0.4% | +1.8% | +1.5% |
| 30D | -2.6% | +2.9% | -5.5% | -3.9% |
| 3M | -34.0% | +6.7% | -40.7% | -36.1% |
| 6M | +10.0% | +33.8% | -23.8% | -3.5% |
| YTD | +45.7% | +35.0% | +10.7% | +27.1% |
| 1Y | +57.3% | +46.4% | +10.9% | +32.5% |
| 3Y | +878.9% | +71.7% | +807.3% | +702.9% |
| 5Y | -28.3% | +113.7% | -142.0% | -43.7% |
| All | +82.7% | +251.1% | -168.4% | +38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling