+703.6%
PANW vs FROG
+22.3%
+681.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.7% | -1.9% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | -14.6% | +1.3% | -15.9% | -14.8% |
| 3M | +18.3% | +11.1% | +7.2% | +14.8% |
| 6M | +100.5% | +108.3% | -7.8% | +64.4% |
| YTD | +79.5% | +39.6% | +39.9% | +60.2% |
| 1Y | +66.7% | +74.7% | -8.0% | +38.9% |
| 3Y | +161.2% | +224.1% | -62.9% | +73.5% |
| 5Y | +322.2% | +138.4% | +183.8% | +177.6% |
| All | +703.6% | +22.3% | +681.3% | +450.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling