+35.6%
PEG vs FROG
+307.0%
-271.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +7.1% | -3.8% | +3.3% |
| 7D | +0.9% | +27.1% | -26.2% | +1.0% |
| 30D | +3.8% | +5.8% | -2.0% | +3.9% |
| 3M | +0.1% | +20.8% | -20.8% | +0.1% |
| 6M | -1.0% | +53.3% | -54.3% | -1.3% |
| YTD | -4.1% | +73.2% | -77.3% | -4.5% |
| 1Y | -6.9% | +80.3% | -87.2% | -7.4% |
| 3Y | +35.6% | +318.3% | -282.7% | +22.8% |
| All | +35.6% | +307.0% | -271.4% | +22.8% |
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