+662.0%
PBR vs CBOE
+368.5%
+293.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.1% |
| 7D | +5.4% | -5.8% | +11.2% | +7.5% |
| 30D | +22.9% | -3.1% | +26.0% | +23.8% |
| 3M | +19.6% | -4.8% | +24.4% | +20.6% |
| 6M | +16.5% | -0.6% | +17.0% | +14.2% |
| YTD | +86.7% | +12.8% | +73.9% | +74.0% |
| 1Y | +74.7% | +19.8% | +54.9% | +58.8% |
| 3Y | +102.6% | +86.9% | +15.6% | +47.3% |
| 5Y | +566.6% | +136.5% | +430.1% | +324.1% |
| All | +662.0% | +368.5% | +293.5% | +337.5% |
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