+332.2%
PANW vs FROG
+136.2%
+196.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | +2.0% | -2.2% | +4.1% | +2.6% |
| 30D | -11.8% | +3.0% | -14.8% | -12.5% |
| 3M | +28.6% | +10.3% | +18.3% | +24.5% |
| 6M | +104.4% | +116.7% | -12.3% | +62.0% |
| YTD | +83.8% | +41.9% | +41.8% | +61.1% |
| 1Y | +71.5% | +78.5% | -7.0% | +39.0% |
| 3Y | +172.2% | +224.1% | -52.0% | +67.9% |
| 5Y | +332.2% | +142.4% | +189.8% | +160.8% |
| All | +332.2% | +136.2% | +196.0% | +160.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling