+2,521.4%
PWR vs CBOE
+368.5%
+2,152.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.4% | +5.6% |
| 7D | +4.2% | -5.8% | +10.0% | +5.4% |
| 30D | -4.0% | -3.1% | -0.9% | -3.6% |
| 3M | -4.8% | -4.8% | 0.0% | -4.6% |
| 6M | +14.6% | -0.6% | +15.2% | +12.8% |
| YTD | +54.2% | +12.8% | +41.4% | +46.6% |
| 1Y | +67.1% | +19.8% | +47.3% | +55.9% |
| 3Y | +218.5% | +86.9% | +131.5% | +149.7% |
| 5Y | +466.3% | +136.5% | +329.7% | +302.7% |
| All | +2,521.4% | +368.5% | +2,152.9% | +1,249.5% |
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