-36.4%
PAAS vs CBOE
+7.3%
-43.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.1% |
| 7D | -5.2% | +6.9% | -12.1% | -3.9% |
| 30D | -13.9% | +24.1% | -38.1% | -10.6% |
| 3M | -23.8% | +30.9% | -54.7% | -20.1% |
| 6M | -36.4% | +5.9% | -42.3% | -35.3% |
| All | -36.4% | +7.3% | -43.7% | -35.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling