-6.1%
PEG vs FROG
+73.1%
-79.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | -0.1% | -4.8% | +4.7% | -0.2% |
| 30D | -1.7% | -0.9% | -0.8% | -1.7% |
| 3M | -6.8% | +7.5% | -14.2% | -6.6% |
| 6M | -11.4% | +107.0% | -118.4% | -10.9% |
| YTD | -7.2% | +39.8% | -47.0% | -6.1% |
| 1Y | -6.1% | +74.8% | -80.9% | -6.3% |
| All | -6.1% | +73.1% | -79.2% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling