+162.6%
PM vs FROG
+207.6%
-45.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +1.2% |
| 7D | +0.5% | +12.5% | -12.0% | +0.7% |
| 30D | -3.2% | +23.5% | -26.8% | -2.8% |
| 3M | +6.2% | +19.4% | -13.2% | +6.7% |
| 6M | +7.7% | +77.0% | -69.3% | +8.4% |
| YTD | +27.3% | +81.9% | -54.6% | +28.3% |
| 1Y | +32.8% | +90.7% | -57.9% | +33.8% |
| 3Y | +150.0% | +328.5% | -178.5% | +149.0% |
| All | +162.6% | +207.6% | -45.0% | +159.9% |
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