+196.7%
PH vs FROG
+160.8%
+35.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +35.3% | -32.5% | -0.5% |
| 7D | +2.0% | +7.0% | -5.0% | +0.8% |
| 30D | -3.7% | +2.9% | -6.6% | -4.6% |
| 3M | -14.0% | +21.6% | -35.6% | -16.6% |
| 6M | +2.1% | +87.7% | -85.5% | -6.8% |
| YTD | +5.1% | +61.7% | -56.6% | -3.5% |
| 1Y | +10.9% | +113.7% | -102.7% | -3.1% |
| 3Y | +132.9% | +267.7% | -134.8% | +76.9% |
| All | +196.7% | +160.8% | +35.9% | +125.8% |
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 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