+39.2%
WULF vs PPL
+65.0%
-25.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | +29.4% | -2.2% | +31.6% | +29.7% |
| 30D | -1.3% | +1.7% | -3.0% | -1.7% |
| 3M | -24.1% | +0.1% | -24.3% | -24.3% |
| 6M | -42.8% | -1.5% | -41.3% | -42.9% |
| YTD | +13.5% | +3.0% | +10.5% | +12.4% |
| 1Y | +3.2% | -1.4% | +4.6% | +2.9% |
| 3Y | +1,230.6% | +53.5% | +1,177.1% | +1,101.9% |
| 5Y | -54.1% | +46.4% | -100.5% | -58.0% |
| All | +39.2% | +65.0% | -25.8% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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