+1,070.4%
PWR vs FROG
+53.7%
+1,016.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.8% | -1.5% | +3.5% |
| 7D | +4.7% | +26.8% | -22.1% | +1.0% |
| 30D | -12.5% | +10.6% | -23.1% | -14.3% |
| 3M | -9.3% | +27.2% | -36.5% | -13.1% |
| 6M | -22.2% | +58.7% | -80.9% | -28.0% |
| YTD | +44.2% | +75.3% | -31.2% | +29.3% |
| 1Y | +35.5% | +71.1% | -35.6% | +21.8% |
| 3Y | +250.4% | +319.6% | -69.1% | +164.0% |
| 5Y | +425.6% | +195.7% | +230.0% | +286.0% |
| All | +1,070.4% | +53.7% | +1,016.7% | +773.7% |
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