+113.7%
FROG vs PENG
+88.9%
+24.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +12.4% | +22.9% | +32.3% |
| 7D | +7.0% | -19.4% | +26.4% | +11.5% |
| 30D | +2.9% | -42.4% | +45.3% | +12.5% |
| 3M | +21.6% | -25.6% | +47.3% | +27.8% |
| 6M | +87.7% | +7.3% | +80.4% | +71.2% |
| YTD | +61.7% | +113.9% | -52.2% | +27.8% |
| 1Y | +113.7% | +93.6% | +20.1% | +73.3% |
| All | +113.7% | +88.9% | +24.7% | +73.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling