+1,352.5%
WULF vs PPL
+1,472.8%
-120.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.0% | +7.3% | +6.4% |
| 7D | +14.2% | -1.0% | +15.1% | +14.2% |
| 30D | -0.1% | +3.0% | -3.1% | -0.3% |
| 3M | -20.2% | +1.1% | -21.4% | -20.3% |
| 6M | -42.8% | -0.8% | -42.1% | -42.9% |
| YTD | +16.3% | +3.5% | +12.8% | +15.8% |
| 1Y | +8.0% | -0.9% | +8.9% | +7.9% |
| 3Y | +1,263.3% | +54.2% | +1,209.1% | +1,216.1% |
| 5Y | -53.5% | +46.3% | -99.8% | -54.9% |
| 10Y | +42.6% | +65.0% | -22.5% | +38.6% |
| All | +1,352.5% | +1,472.8% | -120.3% | +1,623.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling