+19.8%
CBOE vs PFGC
-10.1%
+29.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -5.8% | -4.8% | -1.1% | -5.8% |
| 30D | -3.1% | -12.5% | +9.4% | -3.1% |
| 3M | -4.8% | -9.7% | +5.0% | -4.7% |
| 6M | -0.6% | +7.0% | -7.6% | -0.8% |
| YTD | +12.8% | +4.5% | +8.3% | +11.9% |
| 1Y | +19.8% | -11.6% | +31.4% | +22.8% |
| All | +19.8% | -10.1% | +29.8% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling