+1,015.4%
PBF vs FROG
+59.4%
+956.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.3% | +0.2% |
| 7D | +6.5% | +12.5% | -6.0% | +5.4% |
| 30D | -20.0% | +23.5% | -43.5% | -21.9% |
| 3M | -3.3% | +19.4% | -22.7% | -5.7% |
| 6M | +76.8% | +77.0% | -0.2% | +65.6% |
| YTD | +168.9% | +81.9% | +87.1% | +148.3% |
| 1Y | +96.4% | +90.7% | +5.7% | +80.0% |
| 3Y | +77.2% | +328.5% | -251.3% | +42.2% |
| 5Y | +417.7% | +207.0% | +210.7% | +316.1% |
| All | +1,015.4% | +59.4% | +956.0% | +813.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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