-3.3%
PR vs FROG
+41.2%
-44.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -13.6% | +8.7% | -4.7% |
| 7D | -16.5% | -24.5% | +8.0% | -16.6% |
| 30D | -4.5% | -24.3% | +19.7% | -4.6% |
| 3M | +8.5% | -11.7% | +20.3% | +9.7% |
| 6M | -3.3% | +37.1% | -40.5% | -1.2% |
| All | -3.3% | +41.2% | -44.6% | -1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling