+18.8%
PGR vs CBOE
+41.5%
-22.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -0.8% |
| 7D | +1.3% | +12.4% | -11.0% | +0.9% |
| 30D | +10.0% | +26.9% | -16.9% | +9.1% |
| 3M | +9.6% | +24.3% | -14.7% | +8.8% |
| 6M | +18.0% | +3.1% | +14.8% | +18.7% |
| YTD | +9.0% | +41.7% | -32.7% | +3.1% |
| 1Y | +18.8% | +41.5% | -22.7% | +12.6% |
| All | +18.8% | +41.5% | -22.6% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling