+50.9%
PNC vs CBOE
+136.7%
-85.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +0.6% |
| 7D | -0.6% | -5.8% | +5.3% | -0.2% |
| 30D | -4.4% | -3.1% | -1.2% | -4.3% |
| 3M | +5.2% | -4.8% | +10.0% | +5.4% |
| 6M | +20.6% | -0.6% | +21.2% | +19.9% |
| YTD | +19.8% | +12.8% | +7.0% | +17.2% |
| 1Y | +24.4% | +19.8% | +4.7% | +20.8% |
| 3Y | +131.2% | +86.9% | +44.3% | +98.7% |
| All | +50.9% | +136.7% | -85.8% | +17.7% |
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