-7.4%
PEG vs CBOE
+39.5%
-46.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +1.0% | +7.7% | -6.7% | +1.0% |
| 30D | +6.6% | +24.4% | -17.8% | +6.7% |
| 3M | -3.1% | +20.0% | -23.1% | -3.1% |
| 6M | -7.4% | +2.4% | -9.7% | -7.6% |
| YTD | -6.4% | +38.5% | -45.0% | -5.7% |
| 1Y | -7.4% | +39.0% | -46.4% | -7.2% |
| All | -7.4% | +39.5% | -46.9% | -7.2% |
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