+250.9%
PBF vs CBOE
+524.9%
-274.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.2% |
| 7D | +6.5% | +6.3% | +0.2% | +4.1% |
| 30D | -20.0% | +24.9% | -44.9% | -26.4% |
| 3M | -3.3% | +28.5% | -31.8% | -12.8% |
| 6M | +76.8% | +2.9% | +73.9% | +72.5% |
| YTD | +168.9% | +50.7% | +118.3% | +120.5% |
| 1Y | +96.4% | +45.5% | +50.9% | +63.3% |
| 3Y | +77.2% | +116.3% | -39.1% | +15.9% |
| 5Y | +417.7% | +204.3% | +213.4% | +170.8% |
| All | +250.9% | +524.9% | -274.0% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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