+34.4%
PEG vs FROG
+133.6%
-99.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.2% |
| 7D | -1.0% | -4.8% | +3.8% | -0.9% |
| 30D | -2.6% | -0.9% | -1.7% | -2.7% |
| 3M | -7.6% | +7.5% | -15.1% | -7.9% |
| 6M | -12.2% | +107.0% | -119.2% | -14.2% |
| YTD | -8.1% | +39.8% | -47.9% | -9.2% |
| 1Y | -7.0% | +74.8% | -81.8% | -9.1% |
| 3Y | +30.6% | +219.3% | -188.7% | +22.7% |
| 5Y | +34.4% | +133.0% | -98.6% | +24.6% |
| All | +34.4% | +133.6% | -99.2% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling