-30.9%
WULF vs PTC
-0.9%
-30.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -1.7% |
| 7D | +15.6% | -13.6% | +29.2% | +27.7% |
| 30D | +5.7% | -14.7% | +20.4% | +17.0% |
| 3M | -32.3% | -5.9% | -26.4% | -33.7% |
| 6M | +23.7% | -21.1% | +44.8% | +39.3% |
| YTD | +49.1% | -26.0% | +75.1% | +75.5% |
| 1Y | +66.3% | -36.8% | +103.1% | +131.1% |
| 3Y | +851.7% | -10.3% | +861.9% | +816.4% |
| 5Y | -30.9% | +1.2% | -32.1% | -36.2% |
| All | -30.9% | -0.9% | -30.0% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling