+206.0%
PM vs FROG
+21.7%
+184.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.2% |
| 7D | -1.3% | -5.5% | +4.2% | -1.3% |
| 30D | -2.6% | -3.1% | +0.6% | -2.6% |
| 3M | +5.8% | +1.2% | +4.6% | +5.9% |
| 6M | +10.6% | +113.7% | -103.1% | +10.8% |
| YTD | +17.2% | +38.9% | -21.7% | +17.5% |
| 1Y | +17.6% | +72.0% | -54.3% | +17.9% |
| 3Y | +124.3% | +217.1% | -92.9% | +123.8% |
| 5Y | +125.1% | +130.6% | -5.5% | +125.1% |
| All | +206.0% | +21.7% | +184.3% | +205.8% |
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