+59.8%
FROG vs PHM
+204.3%
-144.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.9% | -0.4% | -3.1% |
| 7D | +17.0% | +2.9% | +14.1% | +15.7% |
| 30D | +1.3% | +16.5% | -15.2% | -4.2% |
| 3M | +17.5% | +0.6% | +16.8% | +16.1% |
| 6M | +46.8% | +11.6% | +35.2% | +38.8% |
| YTD | +65.8% | +12.1% | +53.7% | +53.3% |
| 1Y | +61.0% | +9.6% | +51.4% | +49.8% |
| 3Y | +296.7% | +62.3% | +234.5% | +190.0% |
| 5Y | +177.8% | +170.4% | +7.4% | +50.3% |
| All | +59.8% | +204.3% | -144.5% | -19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling