-23.1%
PFE vs CBOE
+204.4%
-227.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | -3.0% | +6.9% | -9.9% | -3.6% |
| 30D | +5.2% | +24.1% | -18.9% | +2.9% |
| 3M | +12.2% | +30.9% | -18.7% | +9.0% |
| 6M | +17.8% | +5.9% | +11.9% | +17.1% |
| YTD | +26.2% | +48.2% | -22.0% | +19.1% |
| 1Y | +23.2% | +43.5% | -20.3% | +16.9% |
| 3Y | +21.3% | +117.0% | -95.7% | +5.2% |
| 5Y | -23.1% | +203.4% | -226.5% | -40.2% |
| All | -23.1% | +204.4% | -227.5% | -40.2% |
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 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