+176.0%
PBF vs CBOE
+23.2%
+152.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.7% |
| 7D | +2.3% | -3.7% | +6.0% | +2.2% |
| 30D | +11.6% | +2.0% | +9.6% | +11.6% |
| 3M | +81.7% | -4.2% | +86.0% | +82.4% |
| 6M | +96.4% | +1.2% | +95.3% | +99.5% |
| YTD | +189.5% | +15.4% | +174.1% | +184.8% |
| All | +176.0% | +23.2% | +152.8% | +173.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling