+482.1%
PSA vs CBOE
+1,025.9%
-543.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | -0.4% | -4.6% | +4.2% | +0.7% |
| 30D | -8.2% | +2.6% | -10.8% | -8.9% |
| 3M | -2.1% | +4.9% | -7.1% | -3.8% |
| 6M | -0.2% | -2.2% | +2.0% | -0.9% |
| YTD | +18.5% | +17.7% | +0.8% | +12.0% |
| 1Y | +6.6% | +26.1% | -19.5% | -1.2% |
| 3Y | +24.5% | +97.1% | -72.7% | +1.0% |
| 5Y | +13.6% | +149.2% | -135.6% | -14.4% |
| 10Y | +102.0% | +385.1% | -283.1% | +21.8% |
| All | +482.1% | +1,025.9% | -543.8% | +135.8% |
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