+901.8%
WULF vs PINS
-33.7%
+935.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.2% | +5.1% | -1.1% |
| 7D | +15.6% | -13.9% | +29.4% | +21.0% |
| 30D | +5.7% | -25.0% | +30.7% | +15.5% |
| 3M | -32.3% | -16.6% | -15.7% | -29.3% |
| 6M | +23.7% | -7.0% | +30.7% | +22.9% |
| YTD | +49.1% | -29.4% | +78.5% | +62.8% |
| 1Y | +66.3% | -49.9% | +116.2% | +106.8% |
| All | +901.8% | -33.7% | +935.4% | +1,002.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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