+87.8%
CBOE vs PLTU
+121.9%
-34.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.2% | +6.0% | +1.7% |
| 7D | +6.3% | +9.0% | -2.8% | +6.5% |
| 30D | +24.9% | -33.0% | +57.9% | +24.0% |
| 3M | +28.5% | -19.0% | +47.4% | +28.1% |
| 6M | +2.9% | +30.4% | -27.5% | +4.5% |
| YTD | +50.7% | -40.2% | +90.8% | +51.2% |
| 1Y | +45.5% | -37.8% | +83.3% | +46.2% |
| All | +87.8% | +121.9% | -34.1% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling