-81.1%
PATH vs FROG
+56.7%
-137.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -13.6% | +9.9% | +2.7% |
| 7D | -5.6% | -24.5% | +18.9% | +6.9% |
| 30D | -0.7% | -24.3% | +23.6% | +11.6% |
| 3M | -5.9% | -11.7% | +5.9% | -1.8% |
| 6M | +21.6% | +37.1% | -15.6% | +0.2% |
| YTD | -20.6% | +19.5% | -40.1% | -32.8% |
| 1Y | -10.6% | +61.8% | -72.4% | -37.3% |
| 3Y | -24.9% | +178.1% | -203.0% | -67.0% |
| 5Y | -76.8% | +91.2% | -168.1% | -89.0% |
| All | -81.1% | +56.7% | -137.9% | -90.2% |
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