+35.2%
FROG vs PPG
-2.4%
+37.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.9% |
| 7D | -11.3% | -1.5% | -9.8% | -10.8% |
| 30D | +3.6% | -5.0% | +8.6% | +5.4% |
| 3M | +1.7% | +1.1% | +0.5% | +0.8% |
| 6M | +123.5% | -3.2% | +126.7% | +123.6% |
| YTD | +40.2% | +11.9% | +28.4% | +31.2% |
| 1Y | +81.0% | +5.3% | +75.7% | +73.3% |
| 3Y | +194.8% | -15.0% | +209.7% | +200.8% |
| 5Y | +131.8% | -19.6% | +151.4% | +121.4% |
| All | +35.2% | -2.4% | +37.6% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling