+1,095.7%
PBF vs FROG
+21.7%
+1,074.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.4% |
| 7D | +2.4% | -5.5% | +7.9% | +2.9% |
| 30D | +24.9% | -3.1% | +28.0% | +25.0% |
| 3M | +81.9% | +1.2% | +80.6% | +80.6% |
| 6M | +79.4% | +113.7% | -34.3% | +65.0% |
| YTD | +188.3% | +38.9% | +149.5% | +174.7% |
| 1Y | +177.3% | +72.0% | +105.3% | +155.9% |
| 3Y | +56.0% | +217.1% | -161.1% | +29.4% |
| 5Y | +804.0% | +130.6% | +673.4% | +649.3% |
| All | +1,095.7% | +21.7% | +1,074.0% | +910.1% |
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