-4.2%
PCG vs CBOE
+26.0%
-30.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.2% |
| 7D | +6.5% | -0.8% | +7.2% | +6.5% |
| 30D | -16.7% | +2.7% | -19.4% | -16.2% |
| 3M | -14.2% | +0.7% | -14.9% | -13.8% |
| 6M | -21.5% | -2.0% | -19.5% | -21.7% |
| YTD | -11.2% | +17.1% | -28.3% | -12.4% |
| 1Y | -4.2% | +26.5% | -30.7% | -4.9% |
| All | -4.2% | +26.0% | -30.3% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling