+167.4%
FROG vs PENG
+42.1%
+125.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +12.4% | +22.9% | +32.1% |
| 7D | +7.0% | -19.4% | +26.4% | +13.0% |
| 30D | +2.9% | -42.4% | +45.3% | +17.0% |
| 3M | +21.6% | -25.6% | +47.3% | +28.8% |
| 6M | +87.7% | +7.3% | +80.4% | +71.1% |
| YTD | +61.7% | +113.9% | -52.2% | +20.6% |
| 1Y | +113.7% | +93.6% | +20.1% | +63.2% |
| 3Y | +267.7% | +170.2% | +97.5% | +131.9% |
| All | +167.4% | +42.1% | +125.2% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling