+69.9%
PR vs FROG
+176.4%
-106.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -13.6% | +8.7% | -3.8% |
| 7D | -16.5% | -24.5% | +8.0% | -14.7% |
| 30D | -4.5% | -24.3% | +19.7% | -2.6% |
| 3M | +8.5% | -11.7% | +20.3% | +9.2% |
| 6M | -3.3% | +37.1% | -40.5% | -7.3% |
| YTD | +55.7% | +19.5% | +36.2% | +50.1% |
| 1Y | +82.0% | +61.8% | +20.2% | +66.6% |
| All | +69.9% | +176.4% | -106.5% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling