+48.7%
CBOE vs PLTD
-77.3%
+126.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.0% | -1.8% |
| 7D | -4.6% | +4.5% | -9.2% | -4.9% |
| 30D | +2.6% | -0.7% | +3.4% | +2.6% |
| 3M | +4.9% | -31.0% | +36.0% | +6.4% |
| 6M | -2.2% | -24.8% | +22.7% | -1.2% |
| YTD | +17.7% | -18.6% | +36.3% | +18.2% |
| 1Y | +26.1% | -31.8% | +57.9% | +27.3% |
| All | +48.7% | -77.3% | +126.0% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 PLTD 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