+171.7%
FROG vs PENG
+153.0%
+18.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -23.0% | +9.4% | -8.7% |
| 7D | -24.5% | -36.7% | +12.2% | -17.2% |
| 30D | -24.3% | -42.0% | +17.8% | -15.8% |
| 3M | -11.7% | -33.2% | +21.5% | -5.2% |
| 6M | +37.1% | +2.1% | +35.0% | +27.6% |
| YTD | +19.5% | +90.3% | -70.8% | -4.5% |
| 1Y | +61.8% | +67.7% | -5.9% | +32.8% |
| All | +171.7% | +153.0% | +18.7% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling