+1,031.0%
CBOE vs PNR
+234.3%
+796.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.1% |
| 7D | -0.8% | -3.9% | +3.1% | 0.0% |
| 30D | +2.7% | -13.8% | +16.5% | +5.7% |
| 3M | +0.7% | -22.5% | +23.3% | +5.3% |
| 6M | -2.0% | -37.2% | +35.2% | +6.7% |
| YTD | +17.1% | -44.2% | +61.4% | +30.4% |
| 1Y | +26.5% | -46.6% | +73.1% | +42.0% |
| 3Y | +96.1% | -12.5% | +108.6% | +89.3% |
| 5Y | +149.3% | -19.3% | +168.7% | +141.7% |
| 10Y | +386.5% | +67.5% | +319.0% | +265.7% |
| All | +1,031.0% | +234.3% | +796.7% | +516.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling