+143.9%
PM vs FROG
+274.0%
-130.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +35.3% | -37.1% | -0.8% |
| 7D | -5.2% | +7.0% | -12.2% | -4.9% |
| 30D | +2.7% | +2.9% | -0.2% | +3.1% |
| 3M | +5.2% | +21.6% | -16.4% | +6.1% |
| 6M | +17.0% | +87.7% | -70.7% | +18.6% |
| YTD | +25.5% | +61.7% | -36.2% | +27.6% |
| 1Y | +35.5% | +113.7% | -78.2% | +37.8% |
| 3Y | +143.9% | +267.7% | -123.8% | +142.0% |
| All | +143.9% | +274.0% | -130.1% | +142.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling