+143.4%
PEG vs CBOE
+368.5%
-225.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.4% |
| 7D | -0.9% | -5.8% | +4.9% | +0.5% |
| 30D | -3.7% | -3.1% | -0.6% | -3.2% |
| 3M | -7.3% | -4.8% | -2.5% | -6.8% |
| 6M | -10.5% | -0.6% | -9.9% | -11.7% |
| YTD | -7.5% | +12.8% | -20.3% | -12.0% |
| 1Y | -8.7% | +19.8% | -28.5% | -14.7% |
| 3Y | +31.4% | +86.9% | -55.6% | +6.5% |
| 5Y | +37.8% | +136.5% | -98.7% | +2.7% |
| All | +143.4% | +368.5% | -225.1% | +70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling