+59.6%
PBF vs FROG
+206.6%
-147.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.1% |
| 7D | +4.3% | -11.3% | +15.6% | +5.1% |
| 30D | +22.0% | +3.6% | +18.3% | +21.4% |
| 3M | +74.5% | +1.7% | +72.8% | +73.4% |
| 6M | +67.7% | +123.5% | -55.8% | +59.0% |
| YTD | +179.2% | +40.2% | +138.9% | +172.1% |
| 1Y | +170.0% | +81.0% | +89.0% | +154.9% |
| All | +59.6% | +206.6% | -147.0% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling