+66.7%
PANW vs FROG
+74.0%
-7.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.7% | -1.8% |
| 7D | -0.8% | -0.5% | -0.3% | -0.6% |
| 30D | -14.6% | +1.3% | -15.9% | -14.6% |
| 3M | +18.3% | +11.1% | +7.2% | +15.2% |
| 6M | +100.5% | +108.3% | -7.8% | +69.9% |
| YTD | +79.5% | +39.6% | +39.9% | +62.0% |
| 1Y | +66.7% | +74.7% | -8.0% | +48.9% |
| All | +66.7% | +74.0% | -7.3% | +48.9% |
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