+13.6%
PSA vs FROG
+125.4%
-111.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -0.4% | -5.5% | +5.1% | -0.2% |
| 30D | -8.2% | -3.1% | -5.0% | -8.1% |
| 3M | -2.1% | +1.2% | -3.4% | -2.5% |
| 6M | -0.2% | +113.7% | -113.9% | -4.9% |
| YTD | +18.5% | +38.9% | -20.4% | +15.4% |
| 1Y | +6.6% | +72.0% | -65.4% | +1.6% |
| 3Y | +24.5% | +217.1% | -192.7% | +9.1% |
| 5Y | +13.6% | +130.6% | -117.0% | -8.8% |
| All | +13.6% | +125.4% | -111.8% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling