-75.3%
PCG vs CBOE
+385.3%
-460.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.1% |
| 7D | +6.5% | -0.8% | +7.2% | +6.7% |
| 30D | -16.7% | +2.7% | -19.4% | -17.2% |
| 3M | -14.2% | +0.7% | -14.9% | -14.7% |
| 6M | -21.5% | -2.0% | -19.5% | -22.2% |
| YTD | -11.2% | +17.1% | -28.3% | -17.7% |
| 1Y | -4.2% | +26.5% | -30.7% | -13.9% |
| 3Y | -14.9% | +96.1% | -111.0% | -37.0% |
| 5Y | +54.2% | +149.3% | -95.1% | +1.4% |
| 10Y | -75.3% | +386.5% | -461.8% | -84.1% |
| All | -75.3% | +385.3% | -460.7% | -84.1% |
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