+695.9%
PH vs CBOE
+524.9%
+170.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.4% |
| 7D | +4.3% | +6.3% | -1.9% | +2.9% |
| 30D | +0.1% | +24.9% | -24.8% | -5.2% |
| 3M | -9.4% | +28.5% | -37.8% | -15.1% |
| 6M | +8.8% | +2.9% | +5.9% | +7.3% |
| YTD | +9.6% | +50.7% | -41.0% | -3.9% |
| 1Y | +14.4% | +45.5% | -31.0% | +1.3% |
| 3Y | +134.5% | +116.3% | +18.2% | +75.4% |
| 5Y | +204.4% | +204.3% | +0.1% | +94.1% |
| All | +695.9% | +524.9% | +170.9% | +302.2% |
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 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