+53.0%
WULF vs PTC
-37.0%
+89.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.6% | -5.8% |
| 7D | -0.6% | -14.2% | +13.7% | -5.0% |
| 30D | -3.6% | -14.4% | +10.8% | -7.8% |
| 3M | -30.4% | -4.7% | -25.7% | -28.8% |
| 6M | +12.5% | -19.3% | +31.8% | +19.4% |
| YTD | +40.5% | -26.1% | +66.6% | +57.7% |
| 1Y | +53.0% | -37.1% | +90.0% | +103.6% |
| All | +53.0% | -37.0% | +89.9% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling