+204.5%
PH vs CBOE
+201.6%
+2.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | +7.4% | +4.5% | +2.9% | +7.4% |
| 30D | +0.5% | +26.2% | -25.7% | +0.4% |
| 3M | -10.2% | +27.1% | -37.4% | -10.3% |
| 6M | +8.9% | +4.2% | +4.7% | +9.7% |
| YTD | +9.7% | +48.0% | -38.4% | +8.3% |
| 1Y | +12.8% | +42.4% | -29.6% | +11.7% |
| 3Y | +134.6% | +116.8% | +17.7% | +111.9% |
| 5Y | +204.5% | +199.0% | +5.5% | +137.4% |
| All | +204.5% | +201.6% | +2.9% | +137.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling