+55.9%
FROG vs PENG
+219.3%
-163.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +12.4% | +22.9% | +32.2% |
| 7D | +7.0% | -19.4% | +26.4% | +12.8% |
| 30D | +2.9% | -42.4% | +45.3% | +16.3% |
| 3M | +21.6% | -25.6% | +47.3% | +28.5% |
| 6M | +87.7% | +7.3% | +80.4% | +72.7% |
| YTD | +61.7% | +113.9% | -52.2% | +23.5% |
| 1Y | +113.7% | +93.6% | +20.1% | +66.8% |
| 3Y | +267.7% | +170.2% | +97.5% | +144.0% |
| 5Y | +158.8% | +44.2% | +114.6% | +86.2% |
| All | +55.9% | +219.3% | -163.5% | +9.4% |
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