+66.2%
PWR vs CBOE
+29.2%
+37.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +3.6% | -3.6% | +7.2% | +2.9% |
| 30D | -8.6% | +5.1% | -13.7% | -7.6% |
| 3M | -13.2% | +4.6% | -17.8% | -12.3% |
| 6M | +9.9% | -0.3% | +10.2% | +13.3% |
| YTD | +48.0% | +19.8% | +28.3% | +60.1% |
| 1Y | +66.2% | +28.4% | +37.8% | +84.0% |
| All | +66.2% | +29.2% | +37.0% | +84.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling