+238.1%
CBOE vs PCOR
-10.3%
+248.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +5.3% | +22.7% | -17.4% | +4.6% |
| 30D | +25.5% | +37.5% | -12.0% | +24.2% |
| 3M | +22.5% | +35.2% | -12.7% | +21.2% |
| 6M | +2.6% | +42.2% | -39.6% | +1.4% |
| YTD | +41.8% | +3.6% | +38.2% | +41.1% |
| 1Y | +40.9% | -4.8% | +45.6% | +40.4% |
| 3Y | +108.7% | +48.3% | +60.4% | +98.8% |
| 5Y | +181.4% | -20.1% | +201.5% | +172.5% |
| All | +238.1% | -10.3% | +248.4% | +228.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling