+843.9%
WULF vs PFGC
+59.5%
+784.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.4% | -4.7% |
| 7D | -0.6% | -4.8% | +4.3% | +3.5% |
| 30D | -3.6% | -17.2% | +13.6% | +12.0% |
| 3M | -30.4% | -6.3% | -24.1% | -29.3% |
| 6M | +12.5% | +8.8% | +3.6% | -1.7% |
| YTD | +40.5% | +4.9% | +35.5% | +26.2% |
| 1Y | +53.0% | -9.5% | +62.5% | +59.4% |
| All | +843.9% | +59.5% | +784.3% | +475.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling