+358.9%
CBOE vs PNR
+66.2%
+292.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | -5.8% | -6.0% | +0.2% | -4.8% |
| 30D | -3.1% | -14.0% | +10.8% | -0.7% |
| 3M | -4.8% | -21.7% | +16.9% | -1.2% |
| 6M | -0.6% | -37.3% | +36.7% | +7.0% |
| YTD | +12.8% | -45.1% | +57.9% | +24.3% |
| 1Y | +19.8% | -49.1% | +68.9% | +33.9% |
| 3Y | +86.9% | -14.8% | +101.8% | +79.5% |
| 5Y | +136.5% | -21.0% | +157.5% | +129.1% |
| All | +358.9% | +66.2% | +292.7% | +230.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling