+35.2%
FROG vs PHM
+189.4%
-154.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.4% |
| 7D | -11.3% | -3.2% | -8.1% | -10.3% |
| 30D | +3.6% | -6.4% | +10.1% | +5.9% |
| 3M | +1.7% | +5.5% | -3.8% | -1.2% |
| 6M | +123.5% | -5.4% | +129.0% | +124.6% |
| YTD | +40.2% | +6.6% | +33.7% | +33.0% |
| 1Y | +81.0% | -8.8% | +89.8% | +82.0% |
| 3Y | +194.8% | +54.1% | +140.6% | +120.5% |
| 5Y | +131.8% | +144.5% | -12.7% | +30.3% |
| All | +35.2% | +189.4% | -154.2% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling