+782.8%
PH vs CBOE
+379.3%
+403.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.2% |
| 7D | -3.1% | -3.7% | +0.6% | -2.2% |
| 30D | -11.8% | +2.0% | -13.8% | -12.3% |
| 3M | +6.9% | -4.2% | +11.2% | +7.4% |
| 6M | -1.3% | +1.2% | -2.4% | -3.4% |
| YTD | +7.0% | +15.4% | -8.4% | +0.3% |
| 1Y | +23.1% | +23.5% | -0.4% | +12.7% |
| 3Y | +135.4% | +93.2% | +42.2% | +76.3% |
| 5Y | +250.3% | +142.0% | +108.4% | +134.9% |
| All | +782.8% | +379.3% | +403.6% | +346.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling