+1,056.2%
CBOE vs PTC
+763.0%
+293.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | +1.0% |
| 7D | -3.6% | -10.3% | +6.6% | -1.9% |
| 30D | +5.1% | +1.1% | +3.9% | +4.7% |
| 3M | +4.6% | +1.6% | +3.0% | +3.8% |
| 6M | -0.3% | -13.5% | +13.2% | +1.5% |
| YTD | +19.8% | -19.1% | +38.8% | +23.1% |
| 1Y | +28.4% | -33.9% | +62.2% | +36.4% |
| 3Y | +104.1% | -3.9% | +108.0% | +98.3% |
| 5Y | +150.9% | +6.0% | +144.9% | +135.0% |
| 10Y | +393.5% | +223.7% | +169.8% | +242.6% |
| All | +1,056.2% | +763.0% | +293.2% | +503.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling