+362.2%
CBOE vs PENG
+597.2%
-234.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.4% | -12.3% | -0.3% |
| 7D | +5.3% | -19.4% | +24.7% | +5.7% |
| 30D | +25.5% | -42.4% | +67.9% | +27.1% |
| 3M | +22.5% | -25.6% | +48.2% | +22.8% |
| 6M | +2.6% | +7.3% | -4.7% | 0.0% |
| YTD | +41.8% | +113.9% | -72.1% | +33.1% |
| 1Y | +40.9% | +93.6% | -52.7% | +32.8% |
| 3Y | +108.7% | +170.2% | -61.5% | +86.7% |
| 5Y | +181.4% | +44.2% | +137.2% | +156.9% |
| All | +362.2% | +597.2% | -234.9% | +270.8% |
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 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