+3,646.4%
PR vs FROG
+51.8%
+3,594.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.1% | -8.2% | -1.9% |
| 7D | -12.4% | +27.1% | -39.5% | -15.5% |
| 30D | -6.6% | +5.8% | -12.4% | -8.0% |
| 3M | +7.5% | +20.8% | -13.3% | +3.7% |
| 6M | +10.8% | +53.3% | -42.6% | +2.7% |
| YTD | +57.0% | +73.2% | -16.2% | +40.4% |
| 1Y | +67.9% | +80.3% | -12.4% | +48.7% |
| 3Y | +87.6% | +318.3% | -230.7% | +37.2% |
| 5Y | +220.4% | +179.9% | +40.5% | +142.7% |
| All | +3,646.4% | +51.8% | +3,594.6% | +2,870.7% |
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