+74.8%
PBR vs FROG
+76.4%
-1.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.6% | +2.1% |
| 7D | +4.2% | -2.2% | +6.4% | +4.3% |
| 30D | +22.7% | +3.0% | +19.8% | +22.4% |
| 3M | +21.5% | +10.3% | +11.2% | +20.5% |
| 6M | +24.0% | +116.7% | -92.7% | +16.9% |
| YTD | +88.2% | +41.9% | +46.3% | +82.9% |
| 1Y | +74.8% | +78.5% | -3.7% | +58.8% |
| All | +74.8% | +76.4% | -1.6% | +58.8% |
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