+1,841.8%
WULF vs PTC
+635.2%
+1,206.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -5.5% | +13.7% | +8.6% |
| 7D | +21.9% | -12.8% | +34.7% | +23.0% |
| 30D | +4.6% | -9.8% | +14.4% | +5.2% |
| 3M | -30.9% | -2.1% | -28.9% | -31.2% |
| 6M | +29.9% | -18.1% | +48.0% | +31.0% |
| YTD | +55.4% | -23.5% | +78.9% | +57.4% |
| 1Y | +94.1% | -37.4% | +131.5% | +99.6% |
| 3Y | +892.2% | -7.2% | +899.5% | +899.9% |
| 5Y | -26.7% | +2.7% | -29.4% | -26.4% |
| 10Y | +94.0% | +203.4% | -109.4% | +89.6% |
| All | +1,841.8% | +635.2% | +1,206.6% | +1,872.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling