+12.8%
PG vs FROG
+136.2%
-123.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.3% |
| 7D | -2.7% | -2.2% | -0.5% | -2.7% |
| 30D | -1.5% | +3.0% | -4.5% | -1.5% |
| 3M | -3.4% | +10.3% | -13.7% | -3.1% |
| 6M | -7.0% | +116.7% | -123.7% | -5.8% |
| YTD | +2.0% | +41.9% | -39.9% | +3.1% |
| 1Y | -6.5% | +78.5% | -85.0% | -5.4% |
| 3Y | +1.2% | +224.1% | -223.0% | +1.5% |
| 5Y | +12.8% | +142.4% | -129.6% | +13.1% |
| All | +12.8% | +136.2% | -123.4% | +13.1% |
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