-22.2%
PFE vs CBOE
+151.5%
-173.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.1% |
| 7D | -2.7% | -4.6% | +2.0% | -2.2% |
| 30D | +3.8% | +2.6% | +1.2% | +3.4% |
| 3M | +10.4% | +4.9% | +5.4% | +9.3% |
| 6M | +6.3% | -2.2% | +8.4% | +5.8% |
| YTD | +17.4% | +17.7% | -0.4% | +13.2% |
| 1Y | +21.1% | +26.1% | -4.9% | +15.3% |
| 3Y | -1.6% | +97.1% | -98.7% | -15.9% |
| 5Y | -22.2% | +149.2% | -171.3% | -39.0% |
| All | -22.2% | +151.5% | -173.7% | -39.0% |
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