+358.9%
CBOE vs PFG
+251.1%
+107.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.3% | -2.5% |
| 7D | -5.8% | -0.4% | -5.4% | -5.7% |
| 30D | -3.1% | +2.9% | -6.0% | -3.8% |
| 3M | -4.8% | +6.7% | -11.5% | -6.1% |
| 6M | -0.6% | +33.8% | -34.3% | -6.5% |
| YTD | +12.8% | +35.0% | -22.2% | +5.7% |
| 1Y | +19.8% | +46.4% | -26.6% | +10.2% |
| 3Y | +86.9% | +71.6% | +15.3% | +63.0% |
| 5Y | +136.5% | +113.7% | +22.9% | +91.8% |
| All | +358.9% | +251.1% | +107.8% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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