+31.4%
PEG vs CBOE
+89.1%
-57.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.1% |
| 7D | -0.9% | -5.8% | +4.9% | -0.7% |
| 30D | -3.7% | -3.1% | -0.6% | -3.6% |
| 3M | -7.3% | -4.8% | -2.5% | -7.2% |
| 6M | -10.5% | -0.6% | -9.9% | -10.7% |
| YTD | -7.5% | +12.8% | -20.3% | -8.6% |
| 1Y | -8.7% | +19.8% | -28.5% | -10.3% |
| 3Y | +31.4% | +86.9% | -55.6% | +30.2% |
| All | +31.4% | +89.1% | -57.8% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling