+358.9%
CBOE vs PPG
+26.9%
+332.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.7% | -2.3% |
| 7D | -5.8% | -6.2% | +0.4% | -4.7% |
| 30D | -3.1% | -7.9% | +4.8% | -1.7% |
| 3M | -4.8% | -10.2% | +5.5% | -3.2% |
| 6M | -0.6% | +2.7% | -3.2% | -2.3% |
| YTD | +12.8% | +4.9% | +7.9% | +9.9% |
| 1Y | +19.8% | -3.2% | +23.0% | +18.7% |
| 3Y | +86.9% | -17.0% | +103.9% | +89.7% |
| 5Y | +136.5% | -23.3% | +159.9% | +140.9% |
| All | +358.9% | +26.9% | +332.0% | +275.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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