+56.6%
PPL vs FROG
+22.9%
+33.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | 0.0% |
| 7D | +2.7% | -11.3% | +13.9% | +2.7% |
| 30D | +0.5% | +3.6% | -3.2% | +0.4% |
| 3M | +0.7% | +1.7% | -1.0% | +0.6% |
| 6M | -7.6% | +123.5% | -131.1% | -8.2% |
| YTD | +1.8% | +40.2% | -38.4% | +1.6% |
| 1Y | -0.8% | +81.0% | -81.7% | -1.4% |
| 3Y | +56.9% | +194.8% | -137.9% | +52.8% |
| 5Y | +39.5% | +131.8% | -92.3% | +33.2% |
| All | +56.6% | +22.9% | +33.7% | +52.1% |
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 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