+237.6%
CBOE vs PCOR
-9.0%
+246.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | +1.0% | +22.2% | -21.2% | +0.3% |
| 30D | +16.0% | +36.0% | -20.0% | +14.8% |
| 3M | +23.4% | +34.0% | -10.6% | +22.2% |
| 6M | +1.7% | +43.5% | -41.8% | +0.5% |
| YTD | +41.6% | +5.1% | +36.5% | +40.8% |
| 1Y | +38.5% | -3.9% | +42.4% | +38.0% |
| 3Y | +105.7% | +52.9% | +52.8% | +95.7% |
| 5Y | +185.4% | -18.7% | +204.1% | +176.3% |
| All | +237.6% | -9.0% | +246.6% | +227.6% |
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