+165.8%
PM vs FROG
+160.8%
+5.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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 | +5.2% | +21.6% | -16.4% | +5.6% |
| 6M | +17.0% | +87.7% | -70.7% | +17.5% |
| YTD | +25.5% | +61.7% | -36.2% | +26.3% |
| 1Y | +35.5% | +113.7% | -78.2% | +36.1% |
| 3Y | +143.9% | +267.7% | -123.8% | +142.7% |
| All | +165.8% | +160.8% | +5.0% | +163.1% |
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