+239.7%
PAAS vs CBOE
+385.3%
-145.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | +2.6% | -0.8% | +3.4% | +2.8% |
| 30D | +2.5% | +2.7% | -0.2% | +2.0% |
| 3M | +15.1% | +0.7% | +14.4% | +14.2% |
| 6M | -12.1% | -2.0% | -10.1% | -12.7% |
| YTD | +3.1% | +17.1% | -14.1% | -1.3% |
| 1Y | +50.8% | +26.5% | +24.3% | +42.1% |
| 3Y | +259.5% | +96.1% | +163.4% | +206.0% |
| 5Y | +126.3% | +149.3% | -23.0% | +80.4% |
| 10Y | +239.7% | +386.5% | -146.7% | +154.5% |
| All | +239.7% | +385.3% | -145.6% | +154.5% |
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