+90.9%
PSA vs FROG
+59.4%
+31.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.3% |
| 7D | -1.4% | +12.5% | -13.9% | -1.9% |
| 30D | +15.2% | +23.5% | -8.4% | +14.0% |
| 3M | +2.2% | +19.4% | -17.2% | +1.2% |
| 6M | +11.7% | +77.0% | -65.3% | +8.2% |
| YTD | +32.0% | +81.9% | -49.9% | +27.1% |
| 1Y | +26.3% | +90.7% | -64.4% | +21.1% |
| 3Y | +52.4% | +328.5% | -276.2% | +34.6% |
| 5Y | +26.3% | +207.0% | -180.8% | +9.4% |
| All | +90.9% | +59.4% | +31.5% | +70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling