+69.6%
PBR vs FROG
+83.7%
-14.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.8% |
| 7D | +8.6% | -11.3% | +19.9% | +8.9% |
| 30D | +12.8% | +3.6% | +9.2% | +12.5% |
| 3M | +14.7% | +1.7% | +13.0% | +14.3% |
| 6M | +25.2% | +123.5% | -98.4% | +18.0% |
| YTD | +77.1% | +40.2% | +36.9% | +72.3% |
| 1Y | +69.6% | +81.0% | -11.4% | +54.9% |
| All | +69.6% | +83.7% | -14.2% | +54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling