+1,101.9%
PWR vs FROG
+22.9%
+1,079.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.1% |
| 7D | +3.6% | -11.3% | +14.9% | +5.1% |
| 30D | -8.6% | +3.6% | -12.2% | -9.3% |
| 3M | -13.2% | +1.7% | -14.8% | -13.9% |
| 6M | +9.9% | +123.5% | -113.6% | -3.1% |
| YTD | +48.0% | +40.2% | +7.8% | +37.9% |
| 1Y | +66.2% | +81.0% | -14.8% | +48.0% |
| 3Y | +195.1% | +194.8% | +0.4% | +134.4% |
| 5Y | +442.6% | +131.8% | +310.8% | +313.7% |
| All | +1,101.9% | +22.9% | +1,079.0% | +832.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling