+57.3%
WULF vs PGR
-6.1%
+63.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.1% | +4.2% |
| 7D | +1.4% | -0.6% | +2.0% | +1.0% |
| 30D | -2.6% | +4.9% | -7.6% | +1.8% |
| 3M | -34.0% | +7.6% | -41.6% | -28.0% |
| 6M | +10.0% | +8.3% | +1.7% | +21.6% |
| YTD | +45.7% | +1.7% | +44.0% | +57.3% |
| 1Y | +57.3% | -6.8% | +64.2% | +85.5% |
| All | +57.3% | -6.1% | +63.4% | +85.5% |
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