+358.9%
CBOE vs PTC
+205.0%
+153.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.5% |
| 7D | -5.8% | -7.3% | +1.5% | -4.8% |
| 30D | -3.1% | -11.6% | +8.5% | -1.6% |
| 3M | -4.8% | +10.5% | -15.2% | -6.4% |
| 6M | -0.6% | -17.8% | +17.3% | +1.7% |
| YTD | +12.8% | -24.9% | +37.7% | +16.7% |
| 1Y | +19.8% | -36.8% | +56.6% | +27.0% |
| 3Y | +86.9% | -8.7% | +95.7% | +82.6% |
| 5Y | +136.5% | +4.1% | +132.4% | +121.6% |
| All | +358.9% | +205.0% | +153.9% | +227.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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