+180.7%
CBOE vs PCOR
-33.1%
+213.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.6% |
| 7D | -4.6% | -6.9% | +2.3% | -4.5% |
| 30D | +2.6% | -1.5% | +4.2% | +2.6% |
| 3M | +4.9% | +18.5% | -13.6% | +4.4% |
| 6M | -2.2% | -4.7% | +2.5% | -2.2% |
| YTD | +17.7% | -22.8% | +40.5% | +18.3% |
| 1Y | +26.1% | -20.7% | +46.8% | +26.5% |
| 3Y | +97.1% | -14.6% | +111.7% | +94.2% |
| 5Y | +149.2% | -40.7% | +189.9% | +143.7% |
| All | +180.7% | -33.1% | +213.8% | +175.3% |
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