+30.6%
PAAS vs FROG
+51.8%
-21.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.1% | -4.2% | +1.9% |
| 7D | +8.8% | +27.1% | -18.3% | +4.4% |
| 30D | -8.5% | +5.8% | -14.3% | -10.1% |
| 3M | -17.0% | +20.8% | -37.9% | -20.5% |
| 6M | -27.9% | +53.3% | -81.2% | -33.7% |
| YTD | -17.5% | +73.2% | -90.7% | -26.9% |
| 1Y | +22.8% | +80.3% | -57.5% | +8.1% |
| 3Y | +224.2% | +318.3% | -94.1% | +139.1% |
| 5Y | +73.6% | +179.9% | -106.3% | +26.6% |
| All | +30.6% | +51.8% | -21.2% | -9.6% |
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