+102.9%
PAAS vs CBOE
+1,300.3%
-1,197.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.4% | -9.2% | -6.3% |
| 7D | +4.2% | +6.0% | -1.8% | +3.3% |
| 30D | -13.8% | +19.9% | -33.7% | -16.2% |
| 3M | -22.7% | +28.4% | -51.1% | -25.9% |
| 6M | -32.1% | +5.2% | -37.3% | -33.1% |
| YTD | -22.3% | +46.4% | -68.7% | -28.1% |
| 1Y | +7.7% | +41.8% | -34.2% | +0.2% |
| 3Y | +214.0% | +114.4% | +99.6% | +168.3% |
| 5Y | +63.2% | +202.9% | -139.7% | +29.0% |
| 10Y | +185.5% | +511.3% | -325.8% | +95.7% |
| All | +102.9% | +1,300.3% | -1,197.4% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling