-76.5%
PCG vs CBOE
+514.1%
-590.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.0% | +4.5% | -6.4% | -3.4% |
| 30D | -2.7% | +26.2% | -28.9% | -10.2% |
| 3M | -25.1% | +27.1% | -52.2% | -30.9% |
| 6M | -22.3% | +4.2% | -26.5% | -24.3% |
| YTD | -18.5% | +48.0% | -66.5% | -30.6% |
| 1Y | -21.8% | +42.4% | -64.3% | -32.5% |
| 3Y | -21.0% | +116.8% | -137.9% | -43.4% |
| 5Y | +8.1% | +199.0% | -191.0% | -33.6% |
| All | -76.5% | +514.1% | -590.5% | -87.1% |
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 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