+3,686.5%
PR vs FROG
+41.7%
+3,644.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +35.3% | -33.4% | -2.4% |
| 7D | -16.4% | +7.0% | -23.4% | -17.6% |
| 30D | -1.9% | +2.9% | -4.8% | -3.1% |
| 3M | +8.0% | +21.6% | -13.7% | +4.0% |
| 6M | +4.1% | +87.7% | -83.6% | -6.7% |
| YTD | +58.7% | +61.7% | -3.0% | +43.1% |
| 1Y | +75.8% | +113.7% | -37.8% | +50.3% |
| 3Y | +73.2% | +267.7% | -194.6% | +29.2% |
| 5Y | +230.1% | +158.8% | +71.3% | +152.6% |
| All | +3,686.5% | +41.7% | +3,644.8% | +2,928.9% |
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 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