+406.3%
PWR vs FROG
+170.5%
+235.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -0.7% |
| 7D | -11.2% | +17.0% | -28.3% | -13.8% |
| 30D | -17.4% | +1.3% | -18.7% | -18.3% |
| 3M | -11.7% | +17.5% | -29.2% | -15.1% |
| 6M | -21.7% | +46.8% | -68.5% | -27.8% |
| YTD | +38.3% | +65.8% | -27.5% | +22.4% |
| 1Y | +29.6% | +61.0% | -31.4% | +15.2% |
| 3Y | +236.1% | +296.7% | -60.6% | +133.0% |
| 5Y | +406.3% | +177.8% | +228.5% | +252.5% |
| All | +406.3% | +170.5% | +235.8% | +252.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling