+282.4%
PFE vs CBOE
+1,045.3%
-762.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.8% | -3.6% | +5.4% | +2.4% |
| 30D | +10.2% | +5.1% | +5.2% | +9.0% |
| 3M | +12.7% | +4.6% | +8.1% | +11.0% |
| 6M | +10.5% | -0.3% | +10.8% | +9.3% |
| YTD | +20.2% | +19.8% | +0.4% | +14.1% |
| 1Y | +24.1% | +28.4% | -4.3% | +15.8% |
| 3Y | -3.6% | +104.1% | -107.7% | -19.8% |
| 5Y | -20.9% | +150.9% | -171.8% | -37.9% |
| 10Y | +35.8% | +393.5% | -357.7% | -11.4% |
| All | +282.4% | +1,045.3% | -762.9% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling