+212.2%
PAAS vs CBOE
+520.8%
-308.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.5% |
| 7D | -5.2% | +6.9% | -12.1% | -6.1% |
| 30D | -13.9% | +24.1% | -38.1% | -16.7% |
| 3M | -23.8% | +30.9% | -54.7% | -26.9% |
| 6M | -36.4% | +5.9% | -42.3% | -37.2% |
| YTD | -23.4% | +48.2% | -71.5% | -29.3% |
| 1Y | +5.6% | +43.5% | -37.8% | -1.9% |
| 3Y | +209.7% | +117.0% | +92.7% | +161.5% |
| 5Y | +55.6% | +203.4% | -147.8% | +20.0% |
| 10Y | +212.2% | +515.9% | -303.7% | +122.7% |
| All | +212.2% | +520.8% | -308.6% | +122.7% |
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