+67.3%
PSA vs FROG
+22.5%
+44.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.3% |
| 7D | -2.2% | -4.8% | +2.6% | -2.0% |
| 30D | -9.6% | -0.9% | -8.6% | -9.6% |
| 3M | -7.9% | +7.5% | -15.4% | -8.4% |
| 6M | -2.0% | +107.0% | -109.0% | -6.2% |
| YTD | +15.7% | +39.8% | -24.1% | +12.8% |
| 1Y | +5.8% | +74.8% | -69.0% | +1.2% |
| 3Y | +21.6% | +219.3% | -197.7% | +8.8% |
| 5Y | +13.1% | +133.0% | -119.8% | -0.7% |
| All | +67.3% | +22.5% | +44.8% | +51.1% |
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