+66.2%
PWR vs FROG
+83.7%
-17.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +0.9% |
| 7D | +3.6% | -11.3% | +14.9% | +4.2% |
| 30D | -8.6% | +3.6% | -12.2% | -8.8% |
| 3M | -13.2% | +1.7% | -14.8% | -13.6% |
| 6M | +9.9% | +123.5% | -113.6% | +4.6% |
| YTD | +48.0% | +40.2% | +7.8% | +44.8% |
| 1Y | +66.2% | +81.0% | -14.8% | +59.3% |
| All | +66.2% | +83.7% | -17.6% | +59.3% |
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