+201.3%
PPL vs CBOE
+1,045.3%
-844.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.7% | -3.6% | +6.3% | +3.4% |
| 30D | +0.5% | +5.1% | -4.6% | -0.8% |
| 3M | +0.7% | +4.6% | -3.9% | -0.9% |
| 6M | -7.6% | -0.3% | -7.3% | -8.6% |
| YTD | +1.8% | +19.8% | -17.9% | -3.7% |
| 1Y | -0.8% | +28.4% | -29.1% | -7.7% |
| 3Y | +56.9% | +104.1% | -47.2% | +29.7% |
| 5Y | +39.5% | +150.9% | -111.4% | +8.8% |
| 10Y | +55.4% | +393.5% | -338.1% | +5.7% |
| All | +201.3% | +1,045.3% | -844.0% | +68.4% |
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