+46.7%
CBOE vs PLTU
+142.1%
-95.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.7% | +3.0% | -1.8% |
| 7D | -4.6% | -11.6% | +6.9% | -4.9% |
| 30D | +2.6% | -4.6% | +7.3% | +2.6% |
| 3M | +4.9% | +33.7% | -28.8% | +6.4% |
| 6M | -2.2% | -9.4% | +7.2% | -1.2% |
| YTD | +17.7% | -34.7% | +52.4% | +18.2% |
| 1Y | +26.1% | -23.2% | +49.3% | +27.5% |
| All | +46.7% | +142.1% | -95.4% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling