+104.9%
PSX vs FROG
+73.6%
+31.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.6% |
| 7D | +2.8% | -5.5% | +8.3% | +2.8% |
| 30D | +27.8% | -3.1% | +30.9% | +27.6% |
| 3M | +42.0% | +1.2% | +40.8% | +41.9% |
| 6M | +58.1% | +113.7% | -55.6% | +60.9% |
| YTD | +105.0% | +38.9% | +66.2% | +106.2% |
| 1Y | +104.9% | +72.0% | +32.9% | +103.3% |
| All | +104.9% | +73.6% | +31.3% | +103.3% |
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 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