+61.0%
PPL vs FROG
+41.7%
+19.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +35.3% | -35.9% | -0.4% |
| 7D | +0.4% | +7.0% | -6.6% | +0.5% |
| 30D | +5.4% | +2.9% | +2.6% | +5.6% |
| 3M | +4.3% | +21.6% | -17.3% | +4.3% |
| 6M | -1.3% | +87.7% | -89.0% | -1.5% |
| YTD | +4.7% | +61.7% | -57.0% | +4.6% |
| 1Y | +1.3% | +113.7% | -112.4% | +0.6% |
| 3Y | +57.2% | +267.7% | -210.5% | +53.1% |
| 5Y | +48.2% | +158.8% | -110.6% | +41.6% |
| All | +61.0% | +41.7% | +19.3% | +56.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling