+221.7%
PR vs FROG
+160.8%
+60.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +35.3% | -33.4% | -2.2% |
| 7D | -16.4% | +7.0% | -23.4% | -17.5% |
| 30D | -1.9% | +2.9% | -4.8% | -3.0% |
| 3M | +8.0% | +21.6% | -13.7% | +4.2% |
| 6M | +4.1% | +87.7% | -83.6% | -6.4% |
| YTD | +58.7% | +61.7% | -3.0% | +43.7% |
| 1Y | +75.8% | +113.7% | -37.8% | +50.6% |
| 3Y | +73.2% | +267.7% | -194.6% | +28.1% |
| All | +221.7% | +160.8% | +60.9% | +188.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling