+718.5%
PBR vs FROG
+22.9%
+695.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.7% |
| 7D | +8.6% | -11.3% | +19.9% | +9.4% |
| 30D | +12.8% | +3.6% | +9.2% | +12.3% |
| 3M | +14.7% | +1.7% | +13.0% | +14.0% |
| 6M | +25.2% | +123.5% | -98.4% | +16.8% |
| YTD | +77.1% | +40.2% | +36.9% | +70.2% |
| 1Y | +69.6% | +81.0% | -11.4% | +59.0% |
| 3Y | +95.6% | +194.8% | -99.2% | +72.3% |
| 5Y | +501.8% | +131.8% | +369.9% | +434.0% |
| All | +718.5% | +22.9% | +695.5% | +673.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling