+75.9%
PAYX vs FROG
+21.7%
+54.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.8% |
| 7D | -6.9% | -5.5% | -1.4% | -6.5% |
| 30D | -2.6% | -3.1% | +0.5% | -2.4% |
| 3M | +19.4% | +1.2% | +18.2% | +18.8% |
| 6M | +18.7% | +113.7% | -95.0% | +10.0% |
| YTD | +7.8% | +38.9% | -31.1% | +2.9% |
| 1Y | -9.9% | +72.0% | -81.8% | -15.8% |
| 3Y | +7.4% | +217.1% | -209.7% | -8.1% |
| 5Y | +21.8% | +130.6% | -108.8% | +2.1% |
| All | +75.9% | +21.7% | +54.2% | +49.8% |
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