+11.1%
PL vs FROG
+76.3%
-65.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -13.6% | +3.5% | -4.1% |
| 7D | -20.5% | -24.5% | +4.0% | -10.1% |
| 30D | -38.8% | -24.3% | -14.5% | -31.0% |
| 3M | -49.1% | -11.7% | -37.4% | -47.2% |
| 6M | -69.4% | +37.1% | -106.5% | -74.4% |
| YTD | -42.3% | +19.5% | -61.8% | -50.8% |
| 1Y | -14.2% | +61.8% | -76.0% | -38.4% |
| 3Y | +398.7% | +178.1% | +220.6% | +141.6% |
| 5Y | +11.1% | +91.2% | -80.1% | -34.0% |
| All | +11.1% | +76.3% | -65.1% | -34.0% |
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 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