+283.8%
CBOE vs PENG
+755.0%
-471.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.7% |
| 7D | -4.6% | +7.8% | -12.4% | -4.9% |
| 30D | +2.6% | -12.2% | +14.8% | +3.1% |
| 3M | +4.9% | -20.6% | +25.6% | +5.3% |
| 6M | -2.2% | +180.9% | -183.1% | -8.2% |
| YTD | +17.7% | +162.3% | -144.5% | +10.6% |
| 1Y | +26.1% | +107.3% | -81.2% | +19.5% |
| 3Y | +97.1% | +110.8% | -13.7% | +80.6% |
| 5Y | +149.2% | +117.8% | +31.3% | +123.0% |
| All | +283.8% | +755.0% | -471.2% | +208.1% |
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