+944.4%
WULF vs PTC
-7.5%
+952.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -5.5% | +13.7% | +11.1% |
| 7D | +21.9% | -12.8% | +34.7% | +30.5% |
| 30D | +4.6% | -9.8% | +14.3% | +9.1% |
| 3M | -30.9% | -2.1% | -28.9% | -33.0% |
| 6M | +29.9% | -18.1% | +48.0% | +45.2% |
| YTD | +55.4% | -23.5% | +78.9% | +83.5% |
| 1Y | +94.1% | -37.4% | +131.5% | +186.2% |
| All | +944.4% | -7.5% | +952.0% | +838.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling