+836.9%
PM vs CBOE
+1,341.0%
-504.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.8% |
| 7D | +0.5% | +6.3% | -5.7% | -0.7% |
| 30D | -3.2% | +24.9% | -28.2% | -7.9% |
| 3M | +6.2% | +28.5% | -22.2% | +0.3% |
| 6M | +7.7% | +2.9% | +4.8% | +6.2% |
| YTD | +27.3% | +50.7% | -23.4% | +14.8% |
| 1Y | +32.8% | +45.5% | -12.7% | +20.7% |
| 3Y | +150.0% | +116.3% | +33.7% | +106.4% |
| 5Y | +164.2% | +204.3% | -40.1% | +99.8% |
| 10Y | +265.7% | +526.3% | -260.6% | +133.7% |
| All | +836.9% | +1,341.0% | -504.1% | +390.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling