+209.8%
PPL vs CBOE
+1,256.0%
-1,046.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | +0.4% | +5.3% | -4.9% | -0.7% |
| 30D | +5.4% | +25.5% | -20.0% | +0.2% |
| 3M | +4.3% | +22.5% | -18.2% | -0.6% |
| 6M | -1.3% | +2.6% | -3.9% | -2.9% |
| YTD | +4.7% | +41.8% | -37.1% | -4.8% |
| 1Y | +1.3% | +40.9% | -39.6% | -7.8% |
| 3Y | +57.2% | +108.7% | -51.5% | +29.5% |
| 5Y | +48.2% | +181.4% | -133.2% | +12.6% |
| 10Y | +62.7% | +531.6% | -468.8% | +5.4% |
| All | +209.8% | +1,256.0% | -1,046.2% | +66.4% |
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