+124.5%
PBR vs CBOE
+1,003.5%
-879.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.6% |
| 7D | +4.2% | -3.7% | +7.9% | +5.4% |
| 30D | +22.7% | +2.0% | +20.8% | +21.6% |
| 3M | +21.5% | -4.2% | +25.8% | +22.2% |
| 6M | +24.0% | +1.2% | +22.8% | +21.5% |
| YTD | +88.2% | +15.4% | +72.9% | +76.6% |
| 1Y | +74.8% | +23.5% | +51.3% | +60.2% |
| 3Y | +105.1% | +93.2% | +11.9% | +57.7% |
| 5Y | +572.2% | +142.0% | +430.3% | +369.6% |
| 10Y | +692.7% | +379.2% | +313.5% | +353.5% |
| All | +124.5% | +1,003.5% | -879.0% | -9.7% |
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