+57.9%
PPL vs CBOE
+119.7%
-61.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.1% |
| 7D | -0.4% | +6.3% | -6.6% | -1.2% |
| 30D | +2.6% | +24.9% | -22.3% | -0.5% |
| 3M | +0.8% | +28.5% | -27.6% | -2.8% |
| 6M | +1.4% | +2.9% | -1.5% | +1.5% |
| YTD | +4.3% | +50.7% | -46.4% | -4.1% |
| 1Y | +0.8% | +45.5% | -44.7% | -6.6% |
| 3Y | +57.9% | +116.3% | -58.4% | +37.7% |
| All | +57.9% | +119.7% | -61.7% | +37.7% |
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 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