+13.5%
PSA vs CBOE
+145.0%
-131.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | -3.6% | -3.7% | 0.0% | -3.0% |
| 30D | -9.4% | +2.0% | -11.3% | -9.8% |
| 3M | -8.2% | -4.2% | -3.9% | -7.7% |
| 6M | -1.8% | +1.2% | -3.0% | -3.2% |
| YTD | +15.7% | +15.4% | +0.4% | +10.6% |
| 1Y | +6.3% | +23.5% | -17.2% | -0.2% |
| 3Y | +21.6% | +93.2% | -71.6% | -0.4% |
| 5Y | +13.5% | +142.0% | -128.5% | -16.7% |
| All | +13.5% | +145.0% | -131.5% | -16.7% |
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 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