+427.1%
PSX vs FROG
+51.8%
+375.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.1% | -4.2% | +2.7% |
| 7D | -8.0% | +27.1% | -35.1% | -9.1% |
| 30D | -9.0% | +5.8% | -14.9% | -9.5% |
| 3M | +24.7% | +20.8% | +3.9% | +23.1% |
| 6M | +49.3% | +53.3% | -4.0% | +45.2% |
| YTD | +100.2% | +73.2% | +27.0% | +92.6% |
| 1Y | +88.8% | +80.3% | +8.5% | +81.0% |
| 3Y | +152.5% | +318.3% | -165.8% | +127.7% |
| 5Y | +283.2% | +179.9% | +103.3% | +241.7% |
| All | +427.1% | +51.8% | +375.3% | +362.7% |
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