+1,720.0%
WULF vs PGR
+17,052.6%
-15,332.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.1% | +3.7% |
| 7D | +1.4% | -0.6% | +2.0% | +1.4% |
| 30D | -2.6% | +4.9% | -7.6% | -2.9% |
| 3M | -34.0% | +7.6% | -41.6% | -34.3% |
| 6M | +10.0% | +8.3% | +1.7% | +9.2% |
| YTD | +45.7% | +1.7% | +44.0% | +45.1% |
| 1Y | +57.3% | -6.8% | +64.2% | +57.4% |
| 3Y | +878.9% | +73.4% | +805.5% | +836.0% |
| 5Y | -28.3% | +161.2% | -189.5% | -33.9% |
| 10Y | +82.7% | +819.5% | -736.8% | +53.5% |
| All | +1,720.0% | +17,052.6% | -15,332.6% | +1,273.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling