+48.5%
PFE vs CBOE
+514.1%
-465.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -2.1% | +4.5% | -6.6% | -2.9% |
| 30D | +3.1% | +26.2% | -23.1% | -1.1% |
| 3M | +11.2% | +27.1% | -15.9% | +6.2% |
| 6M | +15.0% | +4.2% | +10.9% | +13.6% |
| YTD | +23.5% | +48.0% | -24.5% | +13.0% |
| 1Y | +18.9% | +42.4% | -23.5% | +9.6% |
| 3Y | +18.7% | +116.8% | -98.1% | -1.5% |
| 5Y | -24.0% | +199.0% | -223.1% | -42.3% |
| All | +48.5% | +514.1% | -465.6% | -2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling