+33.9%
FROG vs PSLV
+121.4%
-87.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -5.5% | +2.7% | -8.2% | -5.8% |
| 30D | -3.1% | +3.5% | -6.6% | -3.5% |
| 3M | +1.2% | +0.3% | +1.0% | +1.0% |
| 6M | +113.7% | -21.0% | +134.7% | +118.1% |
| YTD | +38.9% | -8.9% | +47.8% | +34.0% |
| 1Y | +72.0% | +54.0% | +18.0% | +47.4% |
| 3Y | +217.1% | +175.4% | +41.7% | +138.5% |
| 5Y | +130.6% | +157.7% | -27.1% | +72.0% |
| All | +33.9% | +121.4% | -87.5% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling