+386.3%
PH vs FROG
+45.3%
+341.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +1.2% |
| 7D | +2.1% | +17.0% | -14.9% | +0.5% |
| 30D | +0.3% | +1.3% | -1.0% | -0.4% |
| 3M | -8.8% | +17.5% | -26.3% | -10.7% |
| 6M | +10.0% | +46.8% | -36.7% | +5.3% |
| YTD | +10.5% | +65.8% | -55.3% | +3.3% |
| 1Y | +15.5% | +61.0% | -45.5% | +8.3% |
| 3Y | +136.4% | +296.7% | -160.4% | +94.6% |
| 5Y | +213.6% | +177.8% | +35.7% | +150.6% |
| All | +386.3% | +45.3% | +341.0% | +282.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling