+272.5%
PM vs CBOE
+524.9%
-252.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.8% |
| 7D | +0.5% | +6.3% | -5.7% | -0.9% |
| 30D | -3.2% | +24.9% | -28.2% | -8.4% |
| 3M | +6.2% | +28.5% | -22.2% | -0.4% |
| 6M | +7.7% | +2.9% | +4.8% | +6.2% |
| YTD | +27.3% | +50.7% | -23.4% | +13.0% |
| 1Y | +32.8% | +45.5% | -12.7% | +19.0% |
| 3Y | +150.0% | +116.3% | +33.7% | +99.8% |
| 5Y | +164.2% | +204.3% | -40.1% | +89.8% |
| All | +272.5% | +524.9% | -252.4% | +131.6% |
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 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