+3,804.8%
PR vs FROG
+21.1%
+3,783.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.4% | -4.1% | -6.2% |
| 7D | -12.1% | -14.1% | +2.0% | -10.5% |
| 30D | +0.9% | -11.8% | +12.7% | +2.2% |
| 3M | +10.1% | +0.1% | +10.0% | +9.3% |
| 6M | +1.1% | +64.2% | -63.1% | -7.4% |
| YTD | +63.7% | +38.2% | +25.4% | +51.4% |
| 1Y | +87.0% | +85.4% | +1.6% | +63.5% |
| 3Y | +70.7% | +221.8% | -151.1% | +30.1% |
| 5Y | +246.8% | +143.6% | +103.3% | +167.7% |
| All | +3,804.8% | +21.1% | +3,783.7% | +3,103.4% |
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