+69.6%
PBR vs CBOE
+29.2%
+40.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +8.6% | -3.6% | +12.2% | +8.9% |
| 30D | +12.8% | +5.1% | +7.7% | +11.9% |
| 3M | +14.7% | +4.6% | +10.1% | +13.5% |
| 6M | +25.2% | -0.3% | +25.4% | +23.9% |
| YTD | +77.1% | +19.8% | +57.4% | +71.5% |
| 1Y | +69.6% | +28.4% | +41.2% | +60.6% |
| All | +69.6% | +29.2% | +40.4% | +60.6% |
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