+17.0%
PG vs FROG
+83.7%
-66.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.7% | +3.1% |
| 7D | +5.7% | -14.1% | +19.8% | +4.7% |
| 30D | +15.4% | -11.8% | +27.2% | +14.7% |
| 3M | +13.8% | +0.1% | +13.7% | +14.1% |
| 6M | +18.3% | +64.2% | -45.9% | +22.0% |
| YTD | +20.1% | +38.2% | -18.1% | +24.4% |
| 1Y | +17.0% | +85.4% | -68.4% | +20.6% |
| All | +17.0% | +83.7% | -66.7% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling