+70.8%
PAAS vs FROG
+160.8%
-90.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +35.3% | -33.9% | -4.0% |
| 7D | +8.4% | +7.0% | +1.4% | +6.2% |
| 30D | -7.2% | +2.9% | -10.1% | -8.6% |
| 3M | -14.0% | +21.6% | -35.6% | -18.2% |
| 6M | -26.8% | +87.7% | -114.4% | -36.2% |
| YTD | -19.8% | +61.7% | -81.5% | -29.5% |
| 1Y | +22.8% | +113.7% | -90.8% | +1.7% |
| 3Y | +183.6% | +267.7% | -84.1% | +98.2% |
| All | +70.8% | +160.8% | -90.0% | +22.0% |
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 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