+47.1%
PPL vs CBOE
+202.6%
-155.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.0% |
| 7D | -0.4% | +6.3% | -6.6% | -1.4% |
| 30D | +2.6% | +24.9% | -22.3% | -1.2% |
| 3M | +0.8% | +28.5% | -27.6% | -3.6% |
| 6M | +1.4% | +2.9% | -1.5% | +1.0% |
| YTD | +4.3% | +50.7% | -46.4% | -4.9% |
| 1Y | +0.8% | +45.5% | -44.7% | -7.4% |
| 3Y | +57.9% | +116.3% | -58.4% | +32.4% |
| All | +47.1% | +202.6% | -155.6% | +11.5% |
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