+32.5%
PFE vs CBOE
+379.3%
-346.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -4.0% | -3.7% | -0.3% | -3.4% |
| 30D | +3.9% | +2.0% | +1.9% | +3.3% |
| 3M | +9.9% | -4.2% | +14.1% | +10.3% |
| 6M | +5.3% | +1.2% | +4.1% | +3.8% |
| YTD | +16.8% | +15.4% | +1.4% | +11.7% |
| 1Y | +20.4% | +23.5% | -3.1% | +13.3% |
| 3Y | -2.1% | +93.2% | -95.3% | -18.1% |
| 5Y | -21.0% | +142.0% | -162.9% | -38.1% |
| All | +32.5% | +379.3% | -346.8% | -20.9% |
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