+5.8%
PSA vs FROG
+73.1%
-67.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.3% |
| 7D | -2.2% | -4.8% | +2.6% | -2.4% |
| 30D | -9.6% | -0.9% | -8.6% | -9.5% |
| 3M | -7.9% | +7.5% | -15.4% | -7.4% |
| 6M | -2.0% | +107.0% | -109.0% | +0.6% |
| YTD | +15.7% | +39.8% | -24.1% | +18.0% |
| 1Y | +5.8% | +74.8% | -69.0% | +6.4% |
| All | +5.8% | +73.1% | -67.3% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling