-76.2%
PCG vs CBOE
+521.7%
-597.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | -0.4% |
| 7D | -0.5% | +6.0% | -6.4% | -2.3% |
| 30D | +0.8% | +19.9% | -19.2% | -5.4% |
| 3M | -22.0% | +28.4% | -50.4% | -28.3% |
| 6M | -17.1% | +5.2% | -22.3% | -19.5% |
| YTD | -16.9% | +46.4% | -63.3% | -28.9% |
| 1Y | -19.1% | +41.8% | -60.9% | -30.0% |
| 3Y | -19.4% | +114.4% | -133.9% | -42.0% |
| 5Y | +9.0% | +202.9% | -193.9% | -33.5% |
| 10Y | -76.2% | +511.3% | -587.5% | -87.0% |
| All | -76.2% | +521.7% | -597.9% | -87.0% |
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