-54.3%
PCG vs CBOE
+1,045.3%
-1,099.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.5% | +2.4% |
| 7D | -13.9% | -3.6% | -10.2% | -12.8% |
| 30D | -16.9% | +5.1% | -21.9% | -17.7% |
| 3M | -14.7% | +4.6% | -19.3% | -16.0% |
| 6M | -23.8% | -0.3% | -23.6% | -24.7% |
| YTD | -10.5% | +19.8% | -30.3% | -16.0% |
| 1Y | -5.1% | +28.4% | -33.5% | -12.7% |
| 3Y | -11.6% | +104.1% | -115.7% | -29.9% |
| 5Y | +59.0% | +150.9% | -91.9% | +17.4% |
| 10Y | -75.7% | +393.5% | -469.2% | -84.3% |
| All | -54.3% | +1,045.3% | -1,099.6% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling