+100.0%
PBR vs FROG
+219.3%
-119.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +0.3% | -4.8% | +5.1% | +0.6% |
| 30D | +17.5% | -0.9% | +18.5% | +17.4% |
| 3M | +20.9% | +7.5% | +13.4% | +19.9% |
| 6M | +20.2% | +107.0% | -86.8% | +13.8% |
| YTD | +84.3% | +39.8% | +44.5% | +78.1% |
| 1Y | +77.1% | +74.8% | +2.3% | +67.4% |
| All | +100.0% | +219.3% | -119.3% | +78.5% |
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 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