+3,940.2%
PR vs FROG
+22.9%
+3,917.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.2% |
| 7D | +2.9% | -11.3% | +14.2% | +4.4% |
| 30D | +18.0% | +3.6% | +14.4% | +17.1% |
| 3M | +16.9% | +1.7% | +15.2% | +15.6% |
| 6M | +28.2% | +123.5% | -95.3% | +12.2% |
| YTD | +69.3% | +40.2% | +29.1% | +56.9% |
| 1Y | +69.5% | +81.0% | -11.5% | +49.2% |
| 3Y | +81.7% | +194.8% | -113.1% | +40.7% |
| 5Y | +422.2% | +131.8% | +290.4% | +307.9% |
| All | +3,940.2% | +22.9% | +3,917.3% | +3,219.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling