+61.7%
PBR vs FROG
+319.6%
-257.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.8% | -8.3% | -2.8% |
| 7D | -9.1% | +26.8% | -36.0% | -10.2% |
| 30D | -29.9% | +10.6% | -40.5% | -30.3% |
| 3M | +2.3% | +27.2% | -24.9% | +0.9% |
| 6M | -10.9% | +58.7% | -69.6% | -13.5% |
| YTD | +56.9% | +75.3% | -18.4% | +50.2% |
| 1Y | +38.0% | +71.1% | -33.1% | +32.2% |
| All | +61.7% | +319.6% | -257.9% | +43.0% |
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