+330.8%
PBF vs CBOE
+1,091.4%
-760.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +4.3% | -3.6% | +7.9% | +5.6% |
| 30D | +22.0% | +5.1% | +16.9% | +19.3% |
| 3M | +74.5% | +4.6% | +69.9% | +69.7% |
| 6M | +67.7% | -0.3% | +67.9% | +64.0% |
| YTD | +179.2% | +19.8% | +159.4% | +152.6% |
| 1Y | +170.0% | +28.4% | +141.6% | +136.3% |
| 3Y | +66.4% | +104.1% | -37.7% | +12.1% |
| 5Y | +764.5% | +150.9% | +613.6% | +413.2% |
| 10Y | +358.5% | +393.5% | -35.0% | +104.3% |
| All | +330.8% | +1,091.4% | -760.7% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling