+5.6%
PAAS vs CBOE
+42.0%
-36.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.2% |
| 7D | -5.2% | +6.9% | -12.1% | -4.1% |
| 30D | -13.9% | +24.1% | -38.1% | -11.0% |
| 3M | -23.8% | +30.9% | -54.7% | -20.6% |
| 6M | -36.4% | +5.9% | -42.3% | -34.5% |
| YTD | -23.4% | +48.2% | -71.5% | -21.7% |
| 1Y | +5.6% | +43.5% | -37.8% | +10.0% |
| All | +5.6% | +42.0% | -36.4% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling