+1,106.8%
PWR vs FROG
+22.5%
+1,084.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | +2.7% | -4.8% | +7.5% | +3.3% |
| 30D | -5.1% | -0.9% | -4.2% | -5.3% |
| 3M | -9.4% | +7.5% | -16.8% | -10.7% |
| 6M | +10.4% | +107.0% | -96.6% | -1.6% |
| YTD | +48.6% | +39.8% | +8.8% | +38.5% |
| 1Y | +68.0% | +74.8% | -6.8% | +50.4% |
| 3Y | +204.7% | +219.3% | -14.5% | +139.4% |
| 5Y | +451.9% | +133.0% | +319.0% | +321.0% |
| All | +1,106.8% | +22.5% | +1,084.3% | +836.3% |
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 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