+10.2%
PCG vs CBOE
+179.0%
-168.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -1.1% | +1.0% | -2.1% | -1.2% |
| 30D | +0.1% | +16.0% | -15.9% | -2.7% |
| 3M | -24.4% | +23.4% | -47.9% | -27.1% |
| 6M | -17.7% | +1.7% | -19.4% | -18.3% |
| YTD | -17.4% | +41.6% | -59.0% | -23.8% |
| 1Y | -19.4% | +38.5% | -57.9% | -25.2% |
| 3Y | -18.6% | +105.7% | -124.3% | -32.5% |
| 5Y | +10.2% | +185.4% | -175.2% | -21.1% |
| All | +10.2% | +179.0% | -168.8% | -21.1% |
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 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