+54.0%
PPL vs CBOE
+385.3%
-331.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | +1.8% | -4.6% | +6.4% | +3.0% |
| 30D | -1.1% | +2.6% | -3.7% | -1.9% |
| 3M | 0.0% | +4.9% | -4.9% | -2.0% |
| 6M | -7.6% | -2.2% | -5.4% | -8.4% |
| YTD | +1.7% | +17.7% | -16.0% | -4.7% |
| 1Y | +1.5% | +26.1% | -24.6% | -7.0% |
| 3Y | +55.3% | +97.1% | -41.8% | +22.7% |
| 5Y | +37.7% | +149.2% | -111.5% | -0.3% |
| 10Y | +54.0% | +385.1% | -331.1% | +6.0% |
| All | +54.0% | +385.3% | -331.3% | +6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling