+224.6%
FROG vs PPG
-16.1%
+240.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.4% |
| 7D | -4.8% | -3.7% | -1.1% | -3.7% |
| 30D | -0.9% | -7.2% | +6.3% | +1.4% |
| 3M | +7.5% | -7.3% | +14.8% | +9.8% |
| 6M | +107.0% | +0.3% | +106.8% | +104.5% |
| YTD | +39.8% | +6.5% | +33.3% | +30.7% |
| 1Y | +74.8% | +0.5% | +74.3% | +68.2% |
| All | +224.6% | -16.1% | +240.7% | +225.3% |
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 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