+15.5%
PH vs FROG
+70.9%
-55.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +0.9% |
| 7D | +2.1% | +17.0% | -14.9% | +1.9% |
| 30D | +0.3% | +1.3% | -1.0% | -0.4% |
| 3M | -8.8% | +17.5% | -26.3% | -8.6% |
| 6M | +10.0% | +46.8% | -36.7% | +11.4% |
| YTD | +10.5% | +65.8% | -55.3% | +11.9% |
| 1Y | +15.5% | +61.0% | -45.5% | +17.3% |
| All | +15.5% | +70.9% | -55.4% | +17.3% |
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