+21.0%
PFE vs CBOE
+119.7%
-98.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.1% |
| 7D | -1.7% | +6.3% | -8.0% | -1.9% |
| 30D | +0.3% | +24.9% | -24.6% | -0.5% |
| 3M | +9.4% | +28.5% | -19.1% | +8.3% |
| 6M | +14.9% | +2.9% | +12.0% | +14.8% |
| YTD | +23.8% | +50.7% | -26.9% | +20.5% |
| 1Y | +19.5% | +45.5% | -26.0% | +16.8% |
| 3Y | +21.0% | +116.3% | -95.3% | +10.1% |
| All | +21.0% | +119.7% | -98.6% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling