+378.1%
PSX vs CBOE
+368.5%
+9.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.0% |
| 7D | +1.7% | -5.8% | +7.5% | +3.4% |
| 30D | +15.6% | -3.1% | +18.8% | +16.4% |
| 3M | +46.5% | -4.8% | +51.2% | +47.5% |
| 6M | +55.0% | -0.6% | +55.6% | +52.5% |
| YTD | +105.3% | +12.8% | +92.5% | +93.5% |
| 1Y | +101.6% | +19.8% | +81.8% | +85.9% |
| 3Y | +134.1% | +86.9% | +47.2% | +77.0% |
| 5Y | +368.7% | +136.5% | +232.2% | +214.7% |
| All | +378.1% | +368.5% | +9.6% | +143.4% |
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 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