+38.0%
PEG vs CBOE
+145.0%
-107.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -0.9% | -3.7% | +2.8% | -0.5% |
| 30D | -2.8% | +2.0% | -4.7% | -3.0% |
| 3M | -6.9% | -4.2% | -2.7% | -6.7% |
| 6M | -11.4% | +1.2% | -12.6% | -12.2% |
| YTD | -7.4% | +15.4% | -22.8% | -10.3% |
| 1Y | -8.3% | +23.5% | -31.8% | -12.3% |
| 3Y | +31.5% | +93.2% | -61.6% | +14.1% |
| 5Y | +38.0% | +142.0% | -104.0% | +12.1% |
| All | +38.0% | +145.0% | -107.0% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling