+87.0%
PR vs FROG
+83.7%
+3.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.4% | -4.1% | -6.5% |
| 7D | -12.1% | -14.1% | +2.0% | -12.1% |
| 30D | +0.9% | -11.8% | +12.7% | +1.0% |
| 3M | +10.1% | +0.1% | +10.0% | +10.4% |
| 6M | +1.1% | +64.2% | -63.1% | +0.8% |
| YTD | +63.7% | +38.2% | +25.4% | +63.1% |
| 1Y | +87.0% | +85.4% | +1.6% | +80.1% |
| All | +87.0% | +83.7% | +3.3% | +80.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling