+1,031.0%
CBOE vs PSKY
-8.6%
+1,039.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | 0.0% |
| 7D | -0.8% | -6.8% | +6.1% | -0.2% |
| 30D | +2.7% | +10.2% | -7.6% | +1.7% |
| 3M | +0.7% | +0.3% | +0.4% | +0.5% |
| 6M | -2.0% | -7.8% | +5.8% | -1.6% |
| YTD | +17.1% | -23.0% | +40.1% | +19.0% |
| 1Y | +26.5% | -31.6% | +58.1% | +29.2% |
| 3Y | +96.1% | -21.3% | +117.5% | +91.4% |
| 5Y | +149.3% | -71.5% | +220.8% | +169.1% |
| 10Y | +386.5% | -75.6% | +462.1% | +380.7% |
| All | +1,031.0% | -8.6% | +1,039.6% | +648.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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