+947.8%
PBF vs FROG
+41.7%
+906.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +35.3% | -36.9% | -4.6% |
| 7D | -13.8% | +7.0% | -20.7% | -14.6% |
| 30D | -19.6% | +2.9% | -22.5% | -20.3% |
| 3M | +10.3% | +21.6% | -11.3% | +7.2% |
| 6M | +63.4% | +87.7% | -24.2% | +51.7% |
| YTD | +152.6% | +61.7% | +91.0% | +135.6% |
| 1Y | +87.4% | +113.7% | -26.3% | +68.1% |
| 3Y | +63.3% | +267.7% | -204.5% | +32.9% |
| 5Y | +412.5% | +158.8% | +253.7% | +318.2% |
| All | +947.8% | +41.7% | +906.1% | +766.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling