+203.4%
CBOE vs PTC
+62.1%
+141.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +6.9% | +0.5% | +6.5% | +6.9% |
| 30D | +24.1% | +0.9% | +23.2% | +24.1% |
| 3M | +30.9% | +30.4% | +0.6% | +27.8% |
| 6M | +5.9% | +34.4% | -28.6% | +2.9% |
| YTD | +48.2% | +12.6% | +35.6% | +46.2% |
| 1Y | +43.5% | +10.2% | +33.3% | +41.8% |
| 3Y | +117.0% | +29.4% | +87.6% | +104.1% |
| 5Y | +203.4% | +63.7% | +139.6% | +167.8% |
| All | +203.4% | +62.1% | +141.2% | +167.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling