+385.0%
PH vs FROG
+22.9%
+362.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.1% |
| 7D | -3.1% | -11.3% | +8.2% | -2.2% |
| 30D | -3.2% | +3.6% | -6.9% | -3.7% |
| 3M | +10.6% | +1.7% | +8.9% | +9.9% |
| 6M | -2.1% | +123.5% | -125.7% | -10.1% |
| YTD | +10.2% | +40.2% | -30.1% | +5.1% |
| 1Y | +28.2% | +81.0% | -52.8% | +18.3% |
| 3Y | +134.9% | +194.8% | -59.9% | +99.0% |
| 5Y | +253.6% | +131.8% | +121.8% | +187.7% |
| All | +385.0% | +22.9% | +362.1% | +289.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling