+49.2%
PAAS vs FROG
+195.3%
-146.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.3% |
| 7D | -7.0% | +48.2% | -55.3% | -13.3% |
| 30D | -15.3% | +11.4% | -26.7% | -17.6% |
| 3M | -27.7% | +28.5% | -56.3% | -31.9% |
| 6M | -40.5% | +63.7% | -104.2% | -46.5% |
| YTD | -26.5% | +77.1% | -103.6% | -36.3% |
| 1Y | -0.8% | +79.3% | -80.1% | -14.3% |
| 3Y | +196.9% | +323.8% | -126.8% | +102.3% |
| 5Y | +49.2% | +198.9% | -149.8% | +4.7% |
| All | +49.2% | +195.3% | -146.2% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling