+58.3%
PAAS vs FROG
+22.9%
+35.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -1.9% |
| 7D | -2.9% | -11.3% | +8.4% | -1.2% |
| 30D | +6.8% | +3.6% | +3.2% | +5.9% |
| 3M | -2.9% | +1.7% | -4.6% | -3.8% |
| 6M | -16.4% | +123.5% | -140.0% | -27.4% |
| YTD | 0.0% | +40.2% | -40.2% | -7.5% |
| 1Y | +54.3% | +81.0% | -26.7% | +36.2% |
| 3Y | +230.7% | +194.8% | +35.9% | +159.4% |
| 5Y | +111.6% | +131.8% | -20.2% | +60.4% |
| All | +58.3% | +22.9% | +35.3% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling