+23.5%
CBOE vs PLTU
-35.5%
+59.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -1.6% |
| 7D | -3.7% | -17.7% | +14.0% | -4.1% |
| 30D | +2.0% | -12.5% | +14.5% | +1.8% |
| 3M | -4.2% | +39.5% | -43.7% | -2.7% |
| 6M | +1.2% | -7.0% | +8.2% | +2.6% |
| YTD | +15.4% | -38.1% | +53.4% | +15.8% |
| 1Y | +23.5% | -36.0% | +59.5% | +25.0% |
| All | +23.5% | -35.5% | +59.0% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTU.
Daily Out/Under-Performance
Portfolio return minus PLTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTU 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 PLTU 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