+55.7%
PBF vs CBOE
+96.4%
-40.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.4% |
| 7D | +1.4% | -0.8% | +2.1% | +1.3% |
| 30D | +15.8% | +2.7% | +13.2% | +16.3% |
| 3M | +90.3% | +0.7% | +89.6% | +90.9% |
| 6M | +102.8% | -2.0% | +104.8% | +104.1% |
| YTD | +187.3% | +17.1% | +170.2% | +197.6% |
| 1Y | +161.8% | +26.5% | +135.3% | +176.1% |
| All | +55.7% | +96.4% | -40.7% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling