+75.7%
PEP vs CBOE
+379.3%
-303.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | -1.4% | -3.7% | +2.3% | -0.4% |
| 30D | -0.2% | +2.0% | -2.2% | -0.9% |
| 3M | -4.3% | -4.2% | -0.1% | -3.8% |
| 6M | -13.2% | +1.2% | -14.4% | -14.7% |
| YTD | -1.9% | +15.4% | -17.3% | -7.2% |
| 1Y | -0.3% | +23.5% | -23.8% | -7.8% |
| 3Y | -13.6% | +93.2% | -106.8% | -30.8% |
| 5Y | +3.4% | +142.0% | -138.6% | -23.5% |
| All | +75.7% | +379.3% | -303.6% | +19.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling