+217.1%
FROG vs PAYC
-22.2%
+239.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | +0.6% |
| 7D | -5.5% | -7.9% | +2.4% | -3.3% |
| 30D | -3.1% | +2.1% | -5.2% | -3.6% |
| 3M | +1.2% | +61.8% | -60.5% | -13.8% |
| 6M | +113.7% | +59.9% | +53.7% | +82.3% |
| YTD | +38.9% | +38.5% | +0.4% | +22.7% |
| 1Y | +72.0% | -1.4% | +73.3% | +64.9% |
| 3Y | +217.1% | -21.0% | +238.1% | +208.7% |
| All | +217.1% | -22.2% | +239.3% | +208.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling