+202.4%
PM vs FROG
+22.9%
+179.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.4% | -2.0% |
| 7D | -4.9% | -11.3% | +6.4% | -5.0% |
| 30D | -3.4% | +3.6% | -7.0% | -3.3% |
| 3M | +5.2% | +1.7% | +3.5% | +5.3% |
| 6M | +3.7% | +123.5% | -119.8% | +3.9% |
| YTD | +15.8% | +40.2% | -24.5% | +16.2% |
| 1Y | +17.4% | +81.0% | -63.6% | +17.7% |
| 3Y | +116.9% | +194.8% | -77.8% | +116.4% |
| 5Y | +117.3% | +131.8% | -14.5% | +117.4% |
| All | +202.4% | +22.9% | +179.5% | +202.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling