-57.9%
PCG vs CBOE
+1,317.1%
-1,375.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.3% |
| 7D | -2.2% | +6.9% | -9.2% | -3.9% |
| 30D | -0.5% | +24.1% | -24.6% | -6.1% |
| 3M | -24.0% | +30.9% | -54.9% | -29.2% |
| 6M | -18.6% | +5.9% | -24.5% | -20.6% |
| YTD | -17.7% | +48.2% | -65.8% | -27.1% |
| 1Y | -20.0% | +43.5% | -63.5% | -28.6% |
| 3Y | -20.2% | +117.0% | -137.3% | -37.5% |
| 5Y | +8.4% | +203.4% | -195.0% | -23.9% |
| 10Y | -76.4% | +515.9% | -592.3% | -85.7% |
| All | -57.9% | +1,317.1% | -1,375.0% | -78.4% |
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