+73.3%
PANW vs FROG
+83.7%
-10.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +1.4% |
| 7D | -10.3% | -11.3% | +1.0% | -7.2% |
| 30D | -8.1% | +3.6% | -11.8% | -8.8% |
| 3M | +19.3% | +1.7% | +17.7% | +18.7% |
| 6M | +110.2% | +123.5% | -13.3% | +75.6% |
| YTD | +80.9% | +40.2% | +40.7% | +63.1% |
| 1Y | +73.3% | +81.0% | -7.7% | +53.5% |
| All | +73.3% | +83.7% | -10.5% | +53.5% |
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