+81.0%
FROG vs PPG
+5.2%
+75.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.4% |
| 7D | -11.3% | -1.5% | -9.8% | -11.3% |
| 30D | +3.6% | -5.0% | +8.6% | +3.7% |
| 3M | +1.7% | +1.1% | +0.5% | +2.2% |
| 6M | +123.5% | -3.2% | +126.7% | +120.7% |
| YTD | +40.2% | +11.9% | +28.4% | +32.0% |
| 1Y | +81.0% | +5.3% | +75.7% | +73.3% |
| All | +81.0% | +5.2% | +75.8% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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