+246.6%
PAAS vs CBOE
+95.4%
+151.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.8% |
| 7D | +2.0% | -4.6% | +6.6% | +1.7% |
| 30D | -0.1% | +2.6% | -2.7% | +0.1% |
| 3M | +8.2% | +4.9% | +3.3% | +8.2% |
| 6M | -13.8% | -2.2% | -11.6% | -13.4% |
| YTD | -0.6% | +17.7% | -18.4% | -0.5% |
| 1Y | +44.0% | +26.1% | +17.9% | +44.2% |
| 3Y | +246.6% | +97.1% | +149.5% | +264.2% |
| All | +246.6% | +95.4% | +151.2% | +264.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling