+142.4%
FROG vs PSLV
+148.4%
-6.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.3% | +6.8% | +2.3% |
| 7D | -2.2% | -4.9% | +2.7% | -1.5% |
| 30D | +3.0% | -1.9% | +4.8% | +3.3% |
| 3M | +10.3% | +4.2% | +6.1% | +9.5% |
| 6M | +116.7% | -27.6% | +144.3% | +124.3% |
| YTD | +41.9% | -11.7% | +53.6% | +35.9% |
| 1Y | +78.5% | +49.3% | +29.2% | +47.2% |
| 3Y | +224.1% | +167.1% | +57.0% | +122.5% |
| 5Y | +142.4% | +151.7% | -9.3% | +65.8% |
| All | +142.4% | +148.4% | -6.0% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling