+1,014.0%
CBOE vs PPG
+340.3%
+673.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.0% |
| 7D | -3.7% | -5.1% | +1.5% | -2.5% |
| 30D | +2.0% | -9.6% | +11.5% | +4.3% |
| 3M | -4.2% | -6.4% | +2.2% | -3.3% |
| 6M | +1.2% | +0.5% | +0.7% | -0.4% |
| YTD | +15.4% | +4.4% | +10.9% | +12.1% |
| 1Y | +23.5% | -0.9% | +24.4% | +21.4% |
| 3Y | +93.2% | -17.0% | +110.1% | +95.8% |
| 5Y | +142.0% | -23.7% | +165.6% | +146.0% |
| 10Y | +379.2% | +25.9% | +353.3% | +287.9% |
| All | +1,014.0% | +340.3% | +673.7% | +415.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling