-66.4%
PYPL vs FROG
+51.8%
-118.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.1% | -5.8% | -0.2% |
| 7D | +2.2% | +27.1% | -24.9% | -4.5% |
| 30D | +8.1% | +5.8% | +2.3% | +4.8% |
| 3M | +1.9% | +20.8% | -18.9% | -5.0% |
| 6M | +33.1% | +53.3% | -20.2% | +15.4% |
| YTD | +3.8% | +73.2% | -69.4% | -15.6% |
| 1Y | -8.3% | +80.3% | -88.6% | -26.6% |
| 3Y | +11.9% | +318.3% | -306.5% | -38.4% |
| 5Y | -70.4% | +179.9% | -250.3% | -83.2% |
| All | -66.4% | +51.8% | -118.2% | -79.8% |
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