+131.5%
PM vs CBOE
+145.0%
-13.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.4% |
| 7D | +1.9% | -3.7% | +5.6% | +2.5% |
| 30D | +1.9% | +2.0% | -0.1% | +1.5% |
| 3M | +4.6% | -4.2% | +8.8% | +5.2% |
| 6M | +11.7% | +1.2% | +10.5% | +10.9% |
| YTD | +20.4% | +15.4% | +5.0% | +16.3% |
| 1Y | +19.0% | +23.5% | -4.5% | +13.5% |
| 3Y | +130.4% | +93.2% | +37.2% | +104.8% |
| 5Y | +131.5% | +142.0% | -10.5% | +96.6% |
| All | +131.5% | +145.0% | -13.5% | +96.6% |
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 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