-80.4%
PATH vs FROG
+81.3%
-161.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +4.0% |
| 7D | -4.8% | -14.1% | +9.3% | +1.9% |
| 30D | +2.7% | -11.8% | +14.4% | +7.8% |
| 3M | -4.2% | +0.1% | -4.3% | -5.4% |
| 6M | +24.7% | +64.2% | -39.5% | -5.3% |
| YTD | -17.6% | +38.2% | -55.8% | -34.5% |
| 1Y | -5.3% | +85.4% | -90.7% | -37.5% |
| 3Y | -22.0% | +221.8% | -243.8% | -67.9% |
| 5Y | -76.5% | +143.6% | -220.1% | -89.9% |
| All | -80.4% | +81.3% | -161.8% | -90.5% |
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