+35.2%
FROG vs PEGA
-38.5%
+73.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.4% | -2.9% |
| 7D | -11.3% | +3.3% | -14.6% | -12.6% |
| 30D | +3.6% | +17.7% | -14.1% | -4.1% |
| 3M | +1.7% | +5.8% | -4.1% | -2.3% |
| 6M | +123.5% | -20.3% | +143.8% | +144.4% |
| YTD | +40.2% | -37.1% | +77.4% | +70.1% |
| 1Y | +81.0% | -30.2% | +111.2% | +106.4% |
| 3Y | +194.8% | +48.1% | +146.6% | +106.8% |
| 5Y | +131.8% | -46.8% | +178.6% | +184.3% |
| All | +35.2% | -38.5% | +73.7% | +49.0% |
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