-0.3%
PEP vs CBOE
+26.0%
-26.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -1.7% | -0.8% | -0.9% | -1.7% |
| 30D | +0.3% | +2.7% | -2.4% | +0.1% |
| 3M | -3.2% | +0.7% | -4.0% | -3.5% |
| 6M | -13.6% | -2.0% | -11.6% | -13.7% |
| YTD | -1.9% | +17.1% | -19.0% | -1.3% |
| All | -0.3% | +26.0% | -26.3% | -0.7% |
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