+34.6%
FROG vs PPG
-8.5%
+43.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -0.5% | -6.2% | +5.8% | +1.6% |
| 30D | +1.3% | -7.9% | +9.3% | +4.1% |
| 3M | +11.1% | -10.2% | +21.3% | +14.7% |
| 6M | +108.3% | +2.7% | +105.7% | +103.9% |
| YTD | +39.6% | +4.9% | +34.7% | +33.3% |
| 1Y | +74.7% | -3.2% | +77.9% | +72.2% |
| 3Y | +224.1% | -17.0% | +241.1% | +233.1% |
| 5Y | +138.4% | -23.3% | +161.7% | +133.0% |
| All | +34.6% | -8.5% | +43.0% | +25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling