-69.3%
PYPL vs FROG
+22.9%
-92.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -2.2% |
| 7D | +2.7% | -11.3% | +14.0% | +5.6% |
| 30D | -4.9% | +3.6% | -8.5% | -6.2% |
| 3M | +28.9% | +1.7% | +27.2% | +26.7% |
| 6M | +18.2% | +123.5% | -105.3% | -7.2% |
| YTD | -5.0% | +40.2% | -45.3% | -17.0% |
| 1Y | -18.8% | +81.0% | -99.8% | -35.1% |
| 3Y | -12.6% | +194.8% | -207.3% | -45.8% |
| 5Y | -80.8% | +131.8% | -212.6% | -88.3% |
| All | -69.3% | +22.9% | -92.2% | -80.2% |
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