+25.1%
PAAS vs FROG
+4.7%
+20.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -13.6% | +11.4% | -0.3% |
| 7D | -0.4% | -24.5% | +24.1% | +3.4% |
| 30D | -11.6% | -24.3% | +12.6% | -8.5% |
| 3M | -15.6% | -11.7% | -3.9% | -15.0% |
| 6M | -19.1% | +37.1% | -56.3% | -24.5% |
| YTD | -20.9% | +19.5% | -40.4% | -25.8% |
| 1Y | +21.3% | +61.8% | -40.5% | +8.0% |
| 3Y | +177.4% | +178.1% | -0.7% | +118.0% |
| 5Y | +71.3% | +91.2% | -19.9% | +32.4% |
| All | +25.1% | +4.7% | +20.4% | -8.2% |
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