+90.3%
CBOE vs PLTD
-77.5%
+167.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.7% |
| 7D | +6.3% | -4.8% | +11.0% | +6.5% |
| 30D | +24.9% | +16.9% | +8.1% | +24.0% |
| 3M | +28.5% | +2.6% | +25.8% | +28.0% |
| 6M | +2.9% | -36.2% | +39.1% | +4.4% |
| YTD | +50.7% | -19.4% | +70.1% | +51.1% |
| 1Y | +45.5% | -22.5% | +68.0% | +46.0% |
| All | +90.3% | -77.5% | +167.9% | +100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling