+23.0%
PAAS vs FROG
+45.3%
-22.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.3% | -1.6% | -5.2% |
| 7D | +4.2% | +17.0% | -12.8% | +1.2% |
| 30D | -13.8% | +1.3% | -15.1% | -14.8% |
| 3M | -22.7% | +17.5% | -40.2% | -25.6% |
| 6M | -32.1% | +46.8% | -78.9% | -37.2% |
| YTD | -22.3% | +65.8% | -88.1% | -30.7% |
| 1Y | +7.7% | +61.0% | -53.3% | -3.6% |
| 3Y | +214.0% | +296.7% | -82.7% | +133.4% |
| 5Y | +63.2% | +177.8% | -114.6% | +19.5% |
| All | +23.0% | +45.3% | -22.3% | -14.3% |
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