+61.8%
PCG vs CBOE
+151.5%
-89.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +3.9% |
| 7D | +5.4% | -4.6% | +10.1% | +6.3% |
| 30D | -15.1% | +2.6% | -17.8% | -15.2% |
| 3M | -9.8% | +4.9% | -14.7% | -10.4% |
| 6M | -18.0% | -2.2% | -15.8% | -18.3% |
| YTD | -7.2% | +17.7% | -25.0% | -11.1% |
| 1Y | +2.9% | +26.1% | -23.2% | -3.0% |
| 3Y | -11.1% | +97.1% | -108.2% | -26.5% |
| 5Y | +61.8% | +149.2% | -87.4% | +18.6% |
| All | +61.8% | +151.5% | -89.7% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling