-76.8%
PATH vs FROG
+76.3%
-153.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -13.6% | +9.9% | +2.8% |
| 7D | -5.6% | -24.5% | +18.9% | +7.1% |
| 30D | -0.7% | -24.3% | +23.6% | +11.8% |
| 3M | -5.9% | -11.7% | +5.9% | -1.7% |
| 6M | +21.6% | +37.1% | -15.6% | -0.4% |
| YTD | -20.6% | +19.5% | -40.1% | -33.1% |
| 1Y | -10.6% | +61.8% | -72.4% | -38.1% |
| 3Y | -24.9% | +178.1% | -203.0% | -68.9% |
| 5Y | -76.8% | +91.2% | -168.1% | -88.9% |
| All | -76.8% | +76.3% | -153.1% | -88.9% |
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 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