+646.0%
PBR vs FROG
+59.4%
+586.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +1.2% |
| 7D | -1.0% | +12.5% | -13.5% | -1.8% |
| 30D | -29.3% | +23.5% | -52.8% | -30.5% |
| 3M | +5.5% | +19.4% | -13.9% | +3.8% |
| 6M | -2.9% | +77.0% | -79.9% | -7.5% |
| YTD | +61.5% | +81.9% | -20.4% | +52.0% |
| 1Y | +46.9% | +90.7% | -43.8% | +37.5% |
| 3Y | +66.4% | +328.5% | -262.1% | +42.4% |
| 5Y | +460.3% | +207.0% | +253.3% | +385.8% |
| All | +646.0% | +59.4% | +586.6% | +590.5% |
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