+34.6%
FROG vs PSLV
+115.3%
-80.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -1.9% | -1.7% |
| 7D | -0.5% | -3.5% | +3.0% | 0.0% |
| 30D | +1.3% | -2.1% | +3.5% | +1.6% |
| 3M | +11.1% | -1.6% | +12.7% | +11.1% |
| 6M | +108.3% | -25.5% | +133.8% | +114.2% |
| YTD | +39.6% | -11.4% | +51.0% | +35.1% |
| 1Y | +74.7% | +48.6% | +26.2% | +50.6% |
| 3Y | +224.1% | +166.9% | +57.2% | +144.8% |
| 5Y | +138.4% | +152.4% | -14.0% | +78.4% |
| All | +34.6% | +115.3% | -80.8% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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