+201.1%
FROG vs PENG
+101.4%
+99.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.4% | -9.8% | -4.5% |
| 7D | -11.3% | +4.5% | -15.8% | -12.0% |
| 30D | +3.6% | -7.1% | +10.8% | +5.0% |
| 3M | +1.7% | -27.3% | +28.9% | +4.6% |
| 6M | +123.5% | +169.6% | -46.1% | +77.1% |
| YTD | +40.2% | +164.6% | -124.4% | +10.4% |
| 1Y | +81.0% | +109.5% | -28.5% | +47.8% |
| All | +201.1% | +101.4% | +99.7% | +130.2% |
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