+230.6%
PM vs FROG
+41.7%
+188.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +35.3% | -37.1% | -1.3% |
| 7D | -5.2% | +7.0% | -12.2% | -5.0% |
| 30D | +2.7% | +2.9% | -0.2% | +2.9% |
| 3M | +6.1% | +21.6% | -15.5% | +6.5% |
| 6M | +18.0% | +87.7% | -69.7% | +18.6% |
| YTD | +26.6% | +61.7% | -35.1% | +27.4% |
| 1Y | +36.7% | +113.7% | -77.0% | +37.5% |
| 3Y | +146.0% | +267.7% | -121.7% | +146.6% |
| 5Y | +164.1% | +158.8% | +5.3% | +164.9% |
| All | +230.6% | +41.7% | +188.9% | +231.5% |
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