+28.4%
CBOE vs PNR
-43.1%
+71.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | 0.0% |
| 7D | -3.6% | -2.4% | -1.3% | -4.0% |
| 30D | +5.1% | -12.8% | +17.8% | +3.2% |
| 3M | +4.6% | -17.0% | +21.6% | +2.1% |
| 6M | -0.3% | -37.4% | +37.2% | -5.7% |
| YTD | +19.8% | -41.6% | +61.4% | +12.6% |
| 1Y | +28.4% | -44.6% | +73.0% | +20.9% |
| All | +28.4% | -43.1% | +71.4% | +20.9% |
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