+58.7%
PWR vs FROG
+76.4%
-17.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.4% |
| 7D | -0.2% | -2.2% | +1.9% | -0.1% |
| 30D | -7.7% | +3.0% | -10.7% | -7.9% |
| 3M | -4.9% | +10.3% | -15.2% | -5.6% |
| 6M | +9.7% | +116.7% | -107.0% | +4.5% |
| YTD | +46.7% | +41.9% | +4.8% | +43.4% |
| 1Y | +58.7% | +78.5% | -19.8% | +53.7% |
| All | +58.7% | +76.4% | -17.7% | +53.7% |
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 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