+2,809.5%
PWR vs CBOE
+1,025.9%
+1,783.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.8% |
| 7D | +4.5% | -4.6% | +9.2% | +5.7% |
| 30D | -4.9% | +2.6% | -7.5% | -5.7% |
| 3M | -7.9% | +4.9% | -12.8% | -10.1% |
| 6M | +18.3% | -2.2% | +20.5% | +16.8% |
| YTD | +51.5% | +17.7% | +33.8% | +41.3% |
| 1Y | +70.3% | +26.1% | +44.2% | +55.1% |
| 3Y | +210.6% | +97.1% | +113.5% | +135.9% |
| 5Y | +456.7% | +149.2% | +307.5% | +285.1% |
| 10Y | +2,396.1% | +385.1% | +2,011.0% | +1,194.1% |
| All | +2,809.5% | +1,025.9% | +1,783.6% | +823.1% |
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