+439.8%
PSX vs FROG
+21.7%
+418.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.6% |
| 7D | +2.8% | -5.5% | +8.3% | +3.1% |
| 30D | +27.8% | -3.1% | +30.9% | +27.8% |
| 3M | +42.0% | +1.2% | +40.8% | +41.5% |
| 6M | +58.1% | +113.7% | -55.6% | +51.3% |
| YTD | +105.0% | +38.9% | +66.2% | +99.9% |
| 1Y | +104.9% | +72.0% | +32.9% | +96.5% |
| 3Y | +134.1% | +217.1% | -83.1% | +114.2% |
| 5Y | +363.8% | +130.6% | +233.2% | +318.5% |
| All | +439.8% | +21.7% | +418.1% | +380.3% |
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