+34.8%
FROG vs PAYC
-22.5%
+57.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.4% |
| 7D | -4.8% | -8.7% | +3.9% | -1.0% |
| 30D | -0.9% | +1.2% | -2.1% | -1.4% |
| 3M | +7.5% | +58.6% | -51.2% | -15.1% |
| 6M | +107.0% | +56.6% | +50.4% | +64.4% |
| YTD | +39.8% | +36.2% | +3.6% | +18.4% |
| 1Y | +74.8% | -2.2% | +77.0% | +70.5% |
| 3Y | +219.3% | -22.3% | +241.6% | +219.7% |
| 5Y | +133.0% | -53.9% | +186.8% | +188.6% |
| All | +34.8% | -22.5% | +57.3% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 10y: compounded portfolio wealth divided by compounded PAYC 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…
10y analysis · Full analysis span regression · 6 months rolling