+39.0%
CBOE vs PNR
-31.2%
+70.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | +0.6% |
| 7D | +7.7% | +11.9% | -4.2% | +9.1% |
| 30D | +24.4% | +37.1% | -12.7% | +29.2% |
| 3M | +20.0% | +5.7% | +14.3% | +20.5% |
| 6M | +2.4% | -5.7% | +8.0% | +1.1% |
| YTD | +38.5% | -29.8% | +68.3% | +32.9% |
| 1Y | +39.0% | -31.8% | +70.7% | +33.9% |
| All | +39.0% | -31.2% | +70.1% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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