-1.6%
PFE vs CBOE
+95.4%
-97.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.3% |
| 7D | -2.7% | -4.6% | +2.0% | -2.5% |
| 30D | +3.8% | +2.6% | +1.2% | +3.7% |
| 3M | +10.4% | +4.9% | +5.4% | +9.9% |
| 6M | +6.3% | -2.2% | +8.4% | +6.0% |
| YTD | +17.4% | +17.7% | -0.4% | +15.2% |
| 1Y | +21.1% | +26.1% | -4.9% | +17.9% |
| 3Y | -1.6% | +97.1% | -98.7% | -9.6% |
| All | -1.6% | +95.4% | -97.0% | -9.6% |
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 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