+72.4%
PEG vs FROG
+45.3%
+27.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.4% |
| 7D | +2.6% | +17.0% | -14.5% | +2.3% |
| 30D | +3.3% | +1.3% | +2.0% | +3.3% |
| 3M | +1.1% | +17.5% | -16.4% | +0.7% |
| 6M | -1.4% | +46.8% | -48.2% | -2.3% |
| YTD | -4.6% | +65.8% | -70.4% | -5.9% |
| 1Y | -7.2% | +61.0% | -68.2% | -8.4% |
| 3Y | +33.7% | +296.7% | -263.0% | +27.0% |
| 5Y | +40.8% | +177.8% | -137.0% | +32.9% |
| All | +72.4% | +45.3% | +27.1% | +67.6% |
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 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