+1,056.2%
CBOE vs PFG
+673.4%
+382.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | -3.6% | +5.5% | -9.1% | -4.9% |
| 30D | +5.1% | +2.4% | +2.7% | +4.4% |
| 3M | +4.6% | +13.6% | -9.0% | +1.4% |
| 6M | -0.3% | +27.9% | -28.1% | -6.1% |
| YTD | +19.8% | +35.6% | -15.8% | +11.0% |
| 1Y | +28.4% | +48.5% | -20.1% | +16.2% |
| 3Y | +104.1% | +66.9% | +37.2% | +75.9% |
| 5Y | +150.9% | +111.0% | +40.0% | +99.2% |
| 10Y | +393.5% | +244.5% | +149.0% | +217.6% |
| All | +1,056.2% | +673.4% | +382.8% | +440.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling