+63.2%
PAAS vs CBOE
+194.5%
-131.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.4% | -9.2% | -5.9% |
| 7D | +4.2% | +6.0% | -1.8% | +4.0% |
| 30D | -13.8% | +19.9% | -33.7% | -14.5% |
| 3M | -22.7% | +28.4% | -51.1% | -23.7% |
| 6M | -32.1% | +5.2% | -37.3% | -31.6% |
| YTD | -22.3% | +46.4% | -68.7% | -25.6% |
| 1Y | +7.7% | +41.8% | -34.2% | +3.5% |
| 3Y | +214.0% | +114.4% | +99.6% | +179.3% |
| 5Y | +63.2% | +202.9% | -139.7% | +27.0% |
| All | +63.2% | +194.5% | -131.3% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling