+57.3%
WULF vs PFGC
-10.1%
+67.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.2% | +3.9% |
| 7D | +1.4% | -4.8% | +6.1% | +3.9% |
| 30D | -2.6% | -12.5% | +9.9% | +4.2% |
| 3M | -34.0% | -9.7% | -24.2% | -33.5% |
| 6M | +10.0% | +7.0% | +3.0% | -4.7% |
| YTD | +45.7% | +4.5% | +41.2% | +28.7% |
| 1Y | +57.3% | -11.6% | +68.9% | +67.8% |
| All | +57.3% | -10.1% | +67.4% | +67.8% |
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