+518.7%
CBOE vs PTC
+312.5%
+206.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +6.3% | +0.5% | +5.8% | +6.2% |
| 30D | +24.9% | +1.2% | +23.7% | +24.7% |
| 3M | +28.5% | +27.4% | +1.1% | +23.5% |
| 6M | +2.9% | +39.2% | -36.3% | -2.7% |
| YTD | +50.7% | +12.5% | +38.2% | +46.7% |
| 1Y | +45.5% | +12.3% | +33.2% | +41.7% |
| 3Y | +116.3% | +28.8% | +87.5% | +101.3% |
| 5Y | +204.3% | +60.9% | +143.5% | +167.0% |
| All | +518.7% | +312.5% | +206.3% | +330.2% |
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