+75.8%
PR vs FROG
+118.5%
-42.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +35.3% | -33.4% | +1.1% |
| 7D | -16.4% | +7.0% | -23.4% | -16.8% |
| 30D | -1.9% | +2.9% | -4.8% | -2.4% |
| 3M | +8.0% | +21.6% | -13.7% | +7.6% |
| 6M | +4.1% | +87.7% | -83.6% | +3.5% |
| YTD | +58.7% | +61.7% | -3.0% | +57.3% |
| 1Y | +75.8% | +113.7% | -37.8% | +69.5% |
| All | +75.8% | +118.5% | -42.7% | +69.5% |
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