+21.3%
PAAS vs FROG
+53.7%
-32.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.1% | -2.2% |
| 7D | -5.2% | +26.8% | -32.0% | -8.9% |
| 30D | -13.9% | +10.6% | -24.5% | -16.0% |
| 3M | -23.8% | +27.2% | -51.0% | -27.5% |
| 6M | -36.4% | +58.7% | -95.1% | -41.8% |
| YTD | -23.4% | +75.3% | -98.7% | -32.2% |
| 1Y | +5.6% | +71.1% | -65.4% | -6.3% |
| 3Y | +209.7% | +319.6% | -109.9% | +128.3% |
| 5Y | +55.6% | +195.7% | -140.1% | +12.9% |
| All | +21.3% | +53.7% | -32.4% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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