+179.9%
FROG vs PHM
+180.8%
-0.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.6% | +4.6% | +6.4% |
| 7D | +27.1% | +3.5% | +23.6% | +25.5% |
| 30D | +5.8% | +21.2% | -15.4% | -1.0% |
| 3M | +20.8% | +2.5% | +18.4% | +19.0% |
| 6M | +53.3% | +16.1% | +37.2% | +43.3% |
| YTD | +73.2% | +16.6% | +56.6% | +58.1% |
| 1Y | +80.3% | +14.4% | +65.9% | +65.4% |
| 3Y | +318.3% | +71.9% | +246.5% | +187.7% |
| 5Y | +179.9% | +174.3% | +5.6% | +28.7% |
| All | +179.9% | +180.8% | -0.9% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling