-3.4%
PEP vs FROG
+335.2%
-338.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +2.4% |
| 7D | +2.9% | +12.5% | -9.6% | +3.4% |
| 30D | +12.5% | +23.5% | -11.0% | +13.9% |
| 3M | +4.5% | +19.4% | -14.9% | +5.8% |
| 6M | -0.5% | +77.0% | -77.5% | +2.2% |
| YTD | +4.4% | +81.9% | -77.5% | +8.2% |
| 1Y | +4.4% | +90.7% | -86.3% | +8.2% |
| 3Y | -3.4% | +328.5% | -331.9% | +1.7% |
| All | -3.4% | +335.2% | -338.6% | +1.7% |
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