+69.0%
FROG vs PENG
+276.0%
-206.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +10.3% | -4.6% | +3.1% |
| 7D | +26.8% | +1.9% | +25.0% | +26.4% |
| 30D | +10.6% | -37.8% | +48.4% | +22.4% |
| 3M | +27.2% | -14.1% | +41.3% | +29.6% |
| 6M | +58.7% | +13.1% | +45.6% | +43.6% |
| YTD | +75.3% | +151.8% | -76.5% | +28.5% |
| 1Y | +71.1% | +136.0% | -64.9% | +27.1% |
| 3Y | +319.6% | +217.9% | +101.6% | +167.4% |
| 5Y | +195.7% | +64.1% | +131.6% | +105.3% |
| All | +69.0% | +276.0% | -206.9% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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