+276.0%
PG vs CBOE
+978.8%
-702.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.9% | +2.0% |
| 7D | -0.8% | -5.8% | +5.0% | +0.3% |
| 30D | +0.8% | -3.1% | +4.0% | +1.3% |
| 3M | -1.3% | -4.8% | +3.4% | -0.9% |
| 6M | -3.8% | -0.6% | -3.3% | -4.8% |
| YTD | +3.6% | +12.8% | -9.2% | -0.1% |
| 1Y | -5.7% | +19.8% | -25.5% | -10.3% |
| 3Y | +1.6% | +86.9% | -85.4% | -12.1% |
| 5Y | +14.6% | +136.5% | -121.9% | -6.0% |
| 10Y | +121.2% | +368.4% | -247.3% | +59.3% |
| All | +276.0% | +978.8% | -702.7% | +133.2% |
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 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