+719.0%
PANW vs FROG
+21.7%
+697.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | -6.9% | -5.5% | -1.4% | -5.5% |
| 30D | -7.4% | -3.1% | -4.3% | -6.6% |
| 3M | +26.5% | +1.2% | +25.3% | +25.7% |
| 6M | +104.2% | +113.7% | -9.5% | +66.3% |
| YTD | +82.9% | +38.9% | +44.1% | +63.5% |
| 1Y | +70.7% | +72.0% | -1.3% | +42.9% |
| 3Y | +170.9% | +217.1% | -46.2% | +81.0% |
| 5Y | +334.1% | +130.6% | +203.5% | +187.0% |
| All | +719.0% | +21.7% | +697.3% | +462.0% |
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