+328.5%
FROG vs PPG
+2.6%
+325.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | +12.5% | +0.7% | +11.8% | +12.3% |
| 30D | +23.5% | +17.6% | +6.0% | +18.4% |
| 3M | +19.4% | +7.5% | +11.9% | +17.1% |
| 6M | +77.0% | +17.6% | +59.4% | +68.3% |
| YTD | +81.9% | +22.6% | +59.3% | +64.7% |
| 1Y | +90.7% | +28.0% | +62.7% | +68.7% |
| 3Y | +328.5% | +1.8% | +326.7% | +344.6% |
| All | +328.5% | +2.6% | +325.9% | +344.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling