+137.1%
PSX vs FROG
+206.6%
-69.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.3% |
| 7D | +4.5% | -11.3% | +15.8% | +5.1% |
| 30D | +26.6% | +3.6% | +23.0% | +26.1% |
| 3M | +39.3% | +1.7% | +37.6% | +38.6% |
| 6M | +56.8% | +123.5% | -66.7% | +48.6% |
| YTD | +101.8% | +40.2% | +61.6% | +96.3% |
| 1Y | +99.6% | +81.0% | +18.6% | +88.6% |
| All | +137.1% | +206.6% | -69.5% | +101.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling