+197.9%
PAAS vs CBOE
+514.1%
-316.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -7.0% | +4.5% | -11.5% | -7.6% |
| 30D | -15.3% | +26.2% | -41.5% | -18.2% |
| 3M | -27.7% | +27.1% | -54.9% | -30.4% |
| 6M | -40.5% | +4.2% | -44.6% | -41.0% |
| YTD | -26.5% | +48.0% | -74.6% | -32.2% |
| 1Y | -0.8% | +42.4% | -43.2% | -7.7% |
| 3Y | +196.9% | +116.8% | +80.1% | +150.8% |
| 5Y | +49.2% | +199.0% | -149.9% | +15.4% |
| All | +197.9% | +514.1% | -316.1% | +113.4% |
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