-4.6%
PEP vs FROG
+176.4%
-181.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -13.6% | +13.8% | -0.4% |
| 7D | +6.7% | -24.5% | +31.2% | +5.5% |
| 30D | +13.5% | -24.3% | +37.8% | +12.3% |
| 3M | +3.9% | -11.7% | +15.6% | +3.5% |
| 6M | -6.0% | +37.1% | -43.1% | -4.8% |
| YTD | +2.5% | +19.5% | -17.0% | +4.0% |
| 1Y | +3.9% | +61.8% | -57.9% | +6.0% |
| All | -4.6% | +176.4% | -181.0% | -2.6% |
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 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