+878.9%
WULF vs PFG
+70.6%
+808.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.7% | +2.5% |
| 7D | +1.4% | -0.4% | +1.8% | +1.8% |
| 30D | -2.6% | +2.9% | -5.5% | -6.1% |
| 3M | -34.0% | +6.7% | -40.7% | -39.9% |
| 6M | +10.0% | +33.8% | -23.8% | -25.0% |
| YTD | +45.7% | +35.0% | +10.7% | -3.4% |
| 1Y | +57.3% | +46.4% | +10.9% | -7.5% |
| 3Y | +878.9% | +71.7% | +807.3% | +414.3% |
| All | +878.9% | +70.6% | +808.4% | +414.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling