+130.6%
FROG vs PAYC
-53.3%
+183.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | +1.3% |
| 7D | -5.5% | -7.9% | +2.4% | -2.2% |
| 30D | -3.1% | +2.1% | -5.2% | -3.9% |
| 3M | +1.2% | +61.8% | -60.5% | -20.4% |
| 6M | +113.7% | +59.9% | +53.7% | +68.8% |
| YTD | +38.9% | +38.5% | +0.4% | +17.0% |
| 1Y | +72.0% | -1.4% | +73.3% | +67.2% |
| 3Y | +217.1% | -21.0% | +238.1% | +217.9% |
| 5Y | +130.6% | -52.9% | +183.5% | +145.8% |
| All | +130.6% | -53.3% | +183.9% | +145.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling