-34.4%
WULF vs PGR
+18.4%
-52.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -0.7% | -13.1% | -14.5% |
| 7D | -20.9% | +1.3% | -22.2% | -19.7% |
| 30D | -32.7% | +10.0% | -42.6% | -25.9% |
| 3M | -44.2% | +9.6% | -53.8% | -38.3% |
| 6M | -57.1% | +18.0% | -75.1% | -47.3% |
| YTD | -12.3% | +9.0% | -21.3% | +2.8% |
| 1Y | -34.4% | +18.8% | -53.2% | -5.8% |
| All | -34.4% | +18.4% | -52.8% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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