+85.4%
FROG vs PHM
+16.2%
+69.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.2% | -9.6% | -0.7% |
| 7D | -14.1% | +13.6% | -27.6% | -11.5% |
| 30D | -11.8% | +19.3% | -31.1% | -8.3% |
| 3M | +0.1% | +3.5% | -3.3% | +1.8% |
| 6M | +64.2% | +18.6% | +45.6% | +71.6% |
| YTD | +38.2% | +16.7% | +21.5% | +40.3% |
| 1Y | +85.4% | +14.6% | +70.8% | +88.8% |
| All | +85.4% | +16.2% | +69.2% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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