-24.7%
WULF vs PPG
-24.1%
-0.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.3% |
| 7D | +1.4% | -6.2% | +7.6% | +7.2% |
| 30D | -2.6% | -7.9% | +5.3% | +4.3% |
| 3M | -34.0% | -10.2% | -23.7% | -29.0% |
| 6M | +10.0% | +2.7% | +7.3% | +5.4% |
| YTD | +45.7% | +4.9% | +40.8% | +35.1% |
| 1Y | +57.3% | -3.2% | +60.5% | +55.8% |
| 3Y | +878.9% | -17.0% | +895.9% | +1,008.8% |
| All | -24.7% | -24.1% | -0.7% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 5y: compounded portfolio wealth divided by compounded PPG 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…
5y analysis · Full analysis span regression · 6 months rolling