+518.2%
PNC vs CBOE
+1,020.3%
-502.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -0.7% | -0.8% | 0.0% | -0.5% |
| 30D | -4.4% | +2.7% | -7.1% | -5.4% |
| 3M | +4.5% | +0.7% | +3.8% | +3.2% |
| 6M | +19.1% | -2.0% | +21.0% | +17.2% |
| YTD | +18.0% | +17.1% | +0.9% | +8.7% |
| 1Y | +24.1% | +26.5% | -2.4% | +10.8% |
| 3Y | +130.0% | +96.1% | +33.9% | +67.5% |
| 5Y | +50.4% | +149.3% | -98.9% | -2.5% |
| 10Y | +271.3% | +386.5% | -115.2% | +79.7% |
| All | +518.2% | +1,020.3% | -502.1% | +86.6% |
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 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