+55.9%
FROG vs PEGA
-46.7%
+102.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -3.5% | +38.8% | +37.0% |
| 7D | +7.0% | -4.5% | +11.5% | +8.9% |
| 30D | +2.9% | -5.7% | +8.6% | +5.2% |
| 3M | +21.6% | +2.7% | +18.9% | +19.3% |
| 6M | +87.7% | -10.5% | +98.2% | +94.2% |
| YTD | +61.7% | -45.4% | +107.1% | +108.3% |
| 1Y | +113.7% | -44.7% | +158.4% | +173.6% |
| 3Y | +267.7% | +45.7% | +222.1% | +157.3% |
| 5Y | +158.8% | -45.3% | +204.1% | +200.7% |
| All | +55.9% | -46.7% | +102.5% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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