+86.1%
WULF vs PFGC
-5.1%
+91.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | +7.6% | -2.2% | +9.8% | +8.8% |
| 30D | -8.6% | -11.9% | +3.3% | -3.0% |
| 3M | -37.0% | +5.0% | -42.0% | -43.1% |
| 6M | +7.4% | +8.6% | -1.2% | -6.3% |
| YTD | +43.7% | +9.7% | +34.0% | +24.5% |
| 1Y | +86.1% | -6.3% | +92.4% | +89.2% |
| All | +86.1% | -5.1% | +91.2% | +89.2% |
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