-70.3%
PYPL vs FROG
+21.7%
-92.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.0% |
| 7D | +1.7% | -5.5% | +7.2% | +3.1% |
| 30D | -9.7% | -3.1% | -6.6% | -9.4% |
| 3M | +29.2% | +1.2% | +28.0% | +27.2% |
| 6M | +13.9% | +113.7% | -99.8% | -9.5% |
| YTD | -8.1% | +38.9% | -47.0% | -19.5% |
| 1Y | -21.4% | +72.0% | -93.4% | -36.2% |
| 3Y | -11.8% | +217.1% | -228.9% | -46.9% |
| 5Y | -81.1% | +130.6% | -211.8% | -88.6% |
| All | -70.3% | +21.7% | -92.0% | -80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling