-8.1%
PATH vs FROG
+118.5%
-126.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +35.3% | -35.4% | -9.4% |
| 7D | -5.3% | +7.0% | -12.3% | -7.9% |
| 30D | -0.5% | +2.9% | -3.4% | -2.4% |
| 3M | -7.1% | +21.6% | -28.7% | -13.2% |
| 6M | +23.8% | +87.7% | -63.9% | +3.9% |
| YTD | -20.7% | +61.7% | -82.4% | -33.4% |
| 1Y | -8.1% | +113.7% | -121.7% | -22.3% |
| All | -8.1% | +118.5% | -126.6% | -22.3% |
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