+3,864.0%
PR vs FROG
+55.2%
+3,808.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.9% |
| 7D | +6.7% | +48.2% | -41.5% | +1.0% |
| 30D | -6.1% | +11.4% | -17.5% | -8.2% |
| 3M | +6.9% | +28.5% | -21.7% | +2.3% |
| 6M | +14.6% | +63.7% | -49.1% | +5.3% |
| YTD | +66.1% | +77.1% | -10.9% | +48.1% |
| 1Y | +77.0% | +79.3% | -2.3% | +57.1% |
| 3Y | +93.8% | +323.8% | -229.9% | +41.6% |
| 5Y | +268.2% | +198.9% | +69.3% | +176.0% |
| All | +3,864.0% | +55.2% | +3,808.8% | +3,034.2% |
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 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