+26.8%
PL vs FROG
+88.8%
-62.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +35.3% | -24.9% | -3.7% |
| 7D | -6.8% | +7.0% | -13.8% | -10.7% |
| 30D | -29.3% | +2.9% | -32.2% | -31.2% |
| 3M | -44.8% | +21.6% | -66.4% | -50.4% |
| 6M | -68.4% | +87.7% | -156.0% | -76.6% |
| YTD | -36.4% | +61.7% | -98.0% | -51.8% |
| 1Y | +0.7% | +113.7% | -112.9% | -33.7% |
| 3Y | +455.3% | +267.7% | +187.6% | +165.1% |
| 5Y | +22.7% | +158.8% | -136.1% | -43.9% |
| All | +26.8% | +88.8% | -62.0% | -42.0% |
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