+22.8%
PAAS vs FROG
+118.5%
-95.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +35.3% | -33.9% | -1.5% |
| 7D | +8.4% | +7.0% | +1.4% | +7.4% |
| 30D | -7.2% | +2.9% | -10.1% | -7.7% |
| 3M | -14.0% | +21.6% | -35.6% | -16.1% |
| 6M | -26.8% | +87.7% | -114.4% | -32.0% |
| YTD | -19.8% | +61.7% | -81.5% | -23.7% |
| 1Y | +22.8% | +113.7% | -90.8% | +13.0% |
| All | +22.8% | +118.5% | -95.7% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling