+381.6%
PH vs FROG
+21.7%
+359.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +0.4% | -5.5% | +5.9% | +0.8% |
| 30D | -10.8% | -3.1% | -7.7% | -10.7% |
| 3M | +8.5% | +1.2% | +7.2% | +7.9% |
| 6M | +3.9% | +113.7% | -109.8% | -4.1% |
| YTD | +9.4% | +38.9% | -29.4% | +4.5% |
| 1Y | +26.8% | +72.0% | -45.2% | +17.6% |
| 3Y | +140.8% | +217.1% | -76.3% | +102.6% |
| 5Y | +253.8% | +130.6% | +123.2% | +188.1% |
| All | +381.6% | +21.7% | +359.9% | +286.9% |
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 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