-19.0%
PYPL vs FROG
+83.7%
-102.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -3.0% |
| 7D | +2.4% | -11.3% | +13.7% | +3.4% |
| 30D | -5.1% | +3.6% | -8.8% | -5.3% |
| 3M | +28.6% | +1.7% | +26.9% | +28.2% |
| 6M | +17.9% | +123.5% | -105.6% | +8.7% |
| YTD | -5.3% | +40.2% | -45.5% | -8.3% |
| 1Y | -19.0% | +81.0% | -100.0% | -22.9% |
| All | -19.0% | +83.7% | -102.7% | -22.9% |
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 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