+382.0%
PH vs FROG
+51.8%
+330.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.1% | -2.9% | +3.7% |
| 7D | +3.0% | +27.1% | -24.1% | +0.8% |
| 30D | -0.6% | +5.8% | -6.4% | -1.6% |
| 3M | -10.7% | +20.8% | -31.6% | -12.8% |
| 6M | +9.1% | +53.3% | -44.3% | +4.0% |
| YTD | +9.5% | +73.2% | -63.7% | +2.1% |
| 1Y | +14.0% | +80.3% | -66.3% | +5.7% |
| 3Y | +138.9% | +318.3% | -179.5% | +95.8% |
| 5Y | +209.1% | +179.9% | +29.2% | +146.1% |
| All | +382.0% | +51.8% | +330.2% | +278.1% |
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 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