-22.1%
WULF vs PFGC
+12.5%
-34.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +13.5% | -20.2% | -9.2% |
| 7D | -12.8% | +13.9% | -26.7% | -16.0% |
| 30D | -20.9% | +18.4% | -39.2% | -25.3% |
| 3M | -38.0% | -2.5% | -35.5% | -36.7% |
| 6M | -47.5% | +26.0% | -73.5% | -56.7% |
| YTD | +1.8% | +21.9% | -20.0% | -13.1% |
| 1Y | -22.1% | +13.4% | -35.4% | -33.0% |
| All | -22.1% | +12.5% | -34.5% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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