+35.2%
FROG vs PAYC
-16.7%
+51.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.7% | +0.4% | -1.7% |
| 7D | -11.3% | -2.9% | -8.4% | -10.1% |
| 30D | +3.6% | +32.8% | -29.1% | -9.8% |
| 3M | +1.7% | +69.3% | -67.6% | -21.8% |
| 6M | +123.5% | +74.0% | +49.6% | +69.7% |
| YTD | +40.2% | +46.4% | -6.2% | +15.2% |
| 1Y | +81.0% | +4.2% | +76.8% | +71.9% |
| 3Y | +194.8% | -19.7% | +214.5% | +193.3% |
| 5Y | +131.8% | -52.0% | +183.8% | +183.1% |
| All | +35.2% | -16.7% | +51.9% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling