+75.2%
PEG vs FROG
+59.4%
+15.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +1.4% |
| 7D | +4.5% | +12.5% | -8.0% | +4.4% |
| 30D | +7.5% | +23.5% | -16.0% | +7.2% |
| 3M | +0.8% | +19.4% | -18.5% | +0.5% |
| 6M | 0.0% | +77.0% | -77.0% | -1.2% |
| YTD | -3.0% | +81.9% | -84.9% | -4.5% |
| 1Y | -4.7% | +90.7% | -95.4% | -6.4% |
| 3Y | +36.5% | +328.5% | -292.0% | +29.5% |
| 5Y | +44.4% | +207.0% | -162.7% | +36.1% |
| All | +75.2% | +59.4% | +15.8% | +70.1% |
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