+23.5%
PEP vs FROG
+22.9%
+0.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | -0.7% |
| 7D | -1.4% | -11.3% | +9.9% | -1.4% |
| 30D | +0.2% | +3.6% | -3.4% | +0.2% |
| 3M | -1.1% | +1.7% | -2.8% | -1.1% |
| 6M | -13.5% | +123.5% | -137.0% | -13.6% |
| YTD | -1.2% | +40.2% | -41.4% | -1.0% |
| 1Y | -1.6% | +81.0% | -82.5% | -1.7% |
| 3Y | -12.5% | +194.8% | -207.3% | -14.2% |
| 5Y | +3.0% | +131.8% | -128.8% | +1.0% |
| All | +23.5% | +22.9% | +0.5% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling