+82.7%
WULF vs PFGC
+292.9%
-210.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.2% | +3.8% |
| 7D | +1.4% | -4.8% | +6.1% | +2.5% |
| 30D | -2.6% | -12.5% | +9.9% | +0.5% |
| 3M | -34.0% | -9.7% | -24.2% | -32.8% |
| 6M | +10.0% | +7.0% | +3.0% | +7.5% |
| YTD | +45.7% | +4.5% | +41.2% | +43.4% |
| 1Y | +57.3% | -11.6% | +68.9% | +61.0% |
| 3Y | +878.9% | +58.5% | +820.5% | +799.5% |
| 5Y | -28.3% | +112.6% | -140.9% | -36.5% |
| All | +82.7% | +292.9% | -210.2% | +77.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling