+82.3%
PL vs FROG
+129.7%
-47.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.1% | +0.2% |
| 7D | -9.3% | -11.3% | +2.0% | -4.6% |
| 30D | -18.9% | +3.6% | -22.6% | -20.9% |
| 3M | -58.4% | +1.7% | -60.0% | -59.0% |
| 6M | -30.3% | +123.5% | -153.8% | -53.0% |
| YTD | -8.1% | +40.2% | -48.4% | -26.0% |
| 1Y | +180.5% | +81.0% | +99.5% | +95.4% |
| 3Y | +444.1% | +194.8% | +249.4% | +168.4% |
| All | +82.3% | +129.7% | -47.4% | -12.4% |
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