+82.7%
WULF vs PNR
+66.2%
+16.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | +1.4% | -6.0% | +7.4% | +4.4% |
| 30D | -2.6% | -14.0% | +11.4% | +4.3% |
| 3M | -34.0% | -21.7% | -12.3% | -27.3% |
| 6M | +10.0% | -37.3% | +47.3% | +36.4% |
| YTD | +45.7% | -45.1% | +90.8% | +91.7% |
| 1Y | +57.3% | -49.1% | +106.5% | +115.4% |
| 3Y | +878.9% | -14.8% | +893.8% | +982.8% |
| 5Y | -28.3% | -21.0% | -7.3% | -25.4% |
| All | +82.7% | +66.2% | +16.5% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling