+94.1%
CBOE vs PFG
+67.4%
+26.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.5% |
| 7D | -0.8% | +3.2% | -4.0% | -0.7% |
| 30D | +2.7% | +0.9% | +1.7% | +2.7% |
| 3M | +0.7% | +7.7% | -7.0% | +0.9% |
| 6M | -2.0% | +29.0% | -30.9% | -1.3% |
| YTD | +17.1% | +32.5% | -15.3% | +18.0% |
| 1Y | +26.5% | +47.3% | -20.8% | +27.8% |
| All | +94.1% | +67.4% | +26.7% | +100.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling