+4.4%
PEP vs CBOE
+202.6%
-198.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.5% | +1.9% |
| 7D | +2.9% | +6.3% | -3.4% | +1.8% |
| 30D | +12.5% | +24.9% | -12.4% | +8.3% |
| 3M | +4.5% | +28.5% | -23.9% | -0.1% |
| 6M | -0.5% | +2.9% | -3.4% | -1.0% |
| YTD | +4.4% | +50.7% | -46.2% | -4.8% |
| 1Y | +4.4% | +45.5% | -41.1% | -4.1% |
| 3Y | -3.4% | +116.3% | -119.7% | -20.7% |
| All | +4.4% | +202.6% | -198.2% | -23.6% |
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