+1,720.0%
WULF vs PPG
+1,157.4%
+562.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | +1.4% | -6.2% | +7.6% | +2.8% |
| 30D | -2.6% | -7.9% | +5.3% | -0.9% |
| 3M | -34.0% | -10.2% | -23.7% | -32.6% |
| 6M | +10.0% | +2.7% | +7.3% | +9.5% |
| YTD | +45.7% | +4.9% | +40.8% | +44.3% |
| 1Y | +57.3% | -3.2% | +60.5% | +58.1% |
| 3Y | +878.9% | -17.0% | +895.9% | +916.2% |
| 5Y | -28.3% | -23.3% | -5.0% | -24.8% |
| 10Y | +82.7% | +26.4% | +56.3% | +79.1% |
| All | +1,720.0% | +1,157.4% | +562.6% | +1,414.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling