+290.4%
CBOE vs PENG
+762.7%
-472.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.5% | -0.3% |
| 7D | -3.6% | +4.5% | -8.2% | -3.8% |
| 30D | +5.1% | -7.1% | +12.2% | +5.3% |
| 3M | +4.6% | -27.3% | +31.9% | +5.3% |
| 6M | -0.3% | +169.6% | -169.8% | -6.2% |
| YTD | +19.8% | +164.6% | -144.9% | +12.5% |
| 1Y | +28.4% | +109.5% | -81.1% | +21.6% |
| 3Y | +104.1% | +98.9% | +5.2% | +88.0% |
| 5Y | +150.9% | +116.3% | +34.7% | +124.7% |
| All | +290.4% | +762.7% | -472.2% | +213.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling