+210.9%
PM vs CBOE
+368.5%
-157.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.2% |
| 7D | +4.7% | -5.8% | +10.5% | +6.1% |
| 30D | +2.6% | -3.1% | +5.8% | +3.2% |
| 3M | +6.6% | -4.8% | +11.3% | +7.2% |
| 6M | +16.5% | -0.6% | +17.1% | +15.3% |
| YTD | +21.2% | +12.8% | +8.4% | +15.8% |
| 1Y | +17.9% | +19.8% | -1.9% | +10.9% |
| 3Y | +129.8% | +86.9% | +42.9% | +90.5% |
| 5Y | +133.0% | +136.5% | -3.5% | +79.0% |
| All | +210.9% | +368.5% | -157.6% | +123.8% |
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