+318.3%
FROG vs PHM
+70.2%
+248.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.6% | +4.6% | +7.0% |
| 7D | +27.1% | +3.5% | +23.6% | +26.8% |
| 30D | +5.8% | +21.2% | -15.4% | +4.1% |
| 3M | +20.8% | +2.5% | +18.4% | +20.8% |
| 6M | +53.3% | +16.1% | +37.2% | +50.6% |
| YTD | +73.2% | +16.6% | +56.6% | +67.5% |
| 1Y | +80.3% | +14.4% | +65.9% | +74.9% |
| 3Y | +318.3% | +71.9% | +246.5% | +228.5% |
| All | +318.3% | +70.2% | +248.1% | +228.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling