+983.3%
PBF vs FROG
+51.8%
+931.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.1% | -3.7% | +2.8% |
| 7D | -7.4% | +27.1% | -34.5% | -9.6% |
| 30D | -17.5% | +5.8% | -23.3% | -18.3% |
| 3M | +13.1% | +20.8% | -7.7% | +10.1% |
| 6M | +72.6% | +53.3% | +19.3% | +63.7% |
| YTD | +161.2% | +73.2% | +88.0% | +142.2% |
| 1Y | +93.3% | +80.3% | +13.0% | +78.2% |
| 3Y | +80.7% | +318.3% | -237.7% | +45.1% |
| 5Y | +396.1% | +179.9% | +216.2% | +302.1% |
| All | +983.3% | +51.8% | +931.5% | +790.4% |
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