+146.7%
PM vs FROG
+319.6%
-172.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.8% | -4.7% | +1.2% |
| 7D | -7.1% | +26.8% | -33.9% | -6.2% |
| 30D | -2.8% | +10.6% | -13.4% | -2.2% |
| 3M | +6.3% | +27.2% | -20.8% | +7.4% |
| 6M | +9.6% | +58.7% | -49.0% | +11.2% |
| YTD | +25.6% | +75.3% | -49.7% | +28.0% |
| 1Y | +29.7% | +71.1% | -41.4% | +32.1% |
| All | +146.7% | +319.6% | -172.8% | +143.4% |
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 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