+218.5%
PWR vs CBOE
+89.1%
+129.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.4% | +4.6% |
| 7D | +4.2% | -5.8% | +10.0% | +2.8% |
| 30D | -4.0% | -3.1% | -0.9% | -4.6% |
| 3M | -4.8% | -4.8% | 0.0% | -5.3% |
| 6M | +14.6% | -0.6% | +15.2% | +16.8% |
| YTD | +54.2% | +12.8% | +41.4% | +63.1% |
| 1Y | +67.1% | +19.8% | +47.3% | +80.2% |
| 3Y | +218.5% | +86.9% | +131.5% | +296.5% |
| All | +218.5% | +89.1% | +129.3% | +296.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling