+383.1%
CBOE vs PENG
+720.8%
-337.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.3% | -9.1% | +0.9% |
| 7D | +6.9% | +1.9% | +5.1% | +6.8% |
| 30D | +24.1% | -37.8% | +61.9% | +25.6% |
| 3M | +30.9% | -14.1% | +45.0% | +30.8% |
| 6M | +5.9% | +13.1% | -7.3% | +3.3% |
| YTD | +48.2% | +151.8% | -103.6% | +38.5% |
| 1Y | +43.5% | +136.0% | -92.5% | +34.4% |
| 3Y | +117.0% | +217.9% | -100.9% | +93.4% |
| 5Y | +203.4% | +64.1% | +139.3% | +176.5% |
| All | +383.1% | +720.8% | -337.8% | +285.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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