+411.4%
CBOE vs PFGC
+419.1%
-7.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -3.6% | -2.2% | -1.4% | -3.3% |
| 30D | +5.1% | -11.9% | +17.0% | +6.8% |
| 3M | +4.6% | +5.0% | -0.4% | +3.8% |
| 6M | -0.3% | +8.6% | -8.9% | -1.7% |
| YTD | +19.8% | +9.7% | +10.1% | +17.6% |
| 1Y | +28.4% | -6.3% | +34.6% | +28.7% |
| 3Y | +104.1% | +58.2% | +45.9% | +87.8% |
| 5Y | +150.9% | +110.4% | +40.5% | +117.7% |
| 10Y | +393.5% | +272.8% | +120.7% | +269.3% |
| All | +411.4% | +419.1% | -7.8% | +270.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling