+131.2%
PNC vs CBOE
+89.1%
+42.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +0.3% |
| 7D | -0.6% | -5.8% | +5.3% | -1.1% |
| 30D | -4.4% | -3.1% | -1.2% | -4.6% |
| 3M | +5.2% | -4.8% | +10.0% | +4.9% |
| 6M | +20.6% | -0.6% | +21.2% | +21.3% |
| YTD | +19.8% | +12.8% | +7.0% | +22.1% |
| 1Y | +24.4% | +19.8% | +4.7% | +27.9% |
| 3Y | +131.2% | +86.9% | +44.3% | +155.6% |
| All | +131.2% | +89.1% | +42.1% | +155.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling