+82.7%
WULF vs PTEN
-15.6%
+98.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | +1.4% | +3.5% | -2.1% | +0.9% |
| 30D | -2.6% | +17.5% | -20.2% | -5.2% |
| 3M | -34.0% | +12.7% | -46.7% | -35.6% |
| 6M | +10.0% | +33.1% | -23.1% | +3.0% |
| YTD | +45.7% | +116.4% | -70.7% | +25.6% |
| 1Y | +57.3% | +141.2% | -83.8% | +32.0% |
| 3Y | +878.9% | -3.8% | +882.7% | +824.6% |
| 5Y | -28.3% | +92.7% | -121.0% | -35.9% |
| All | +82.7% | -15.6% | +98.3% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 10y: compounded portfolio wealth divided by compounded PTEN 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…
10y analysis · Full analysis span regression · 6 months rolling