+133.0%
FROG vs PPG
-20.0%
+152.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.6% |
| 7D | -4.8% | -3.7% | -1.1% | -3.4% |
| 30D | -0.9% | -7.2% | +6.3% | +2.1% |
| 3M | +7.5% | -7.3% | +14.8% | +10.3% |
| 6M | +107.0% | +0.3% | +106.8% | +103.6% |
| YTD | +39.8% | +6.5% | +33.3% | +30.8% |
| 1Y | +74.8% | +0.5% | +74.3% | +68.2% |
| 3Y | +219.3% | -15.3% | +234.6% | +228.9% |
| 5Y | +133.0% | -22.9% | +155.9% | +132.6% |
| All | +133.0% | -20.0% | +152.9% | +132.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling