+100.5%
PSA vs CBOE
+368.5%
-268.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.9% | +1.1% |
| 7D | -1.8% | -5.8% | +4.0% | -0.5% |
| 30D | -8.4% | -3.1% | -5.2% | -7.8% |
| 3M | -7.8% | -4.8% | -3.1% | -7.2% |
| 6M | +0.8% | -0.6% | +1.4% | -0.4% |
| YTD | +16.5% | +12.8% | +3.7% | +11.5% |
| 1Y | +4.7% | +19.8% | -15.1% | -1.4% |
| 3Y | +21.1% | +86.9% | -65.9% | +0.3% |
| 5Y | +14.2% | +136.5% | -122.3% | -12.2% |
| All | +100.5% | +368.5% | -268.0% | +31.5% |
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 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