+28.4%
CBOE vs PCOR
-14.7%
+43.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.2% | 0.0% |
| 7D | -3.6% | -9.0% | +5.3% | -3.7% |
| 30D | +5.1% | +4.2% | +0.9% | +5.0% |
| 3M | +4.6% | +14.4% | -9.8% | +4.2% |
| 6M | -0.3% | +0.2% | -0.4% | +0.2% |
| YTD | +19.8% | -20.3% | +40.0% | +21.3% |
| 1Y | +28.4% | -16.1% | +44.5% | +28.7% |
| All | +28.4% | -14.7% | +43.0% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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