+85.4%
FROG vs PFG
+46.8%
+38.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.1% | -6.6% | -2.9% |
| 7D | -14.1% | +4.9% | -19.0% | -14.6% |
| 30D | -11.8% | +5.7% | -17.4% | -12.4% |
| 3M | +0.1% | +2.6% | -2.4% | +0.2% |
| 6M | +64.2% | +19.8% | +44.4% | +58.7% |
| YTD | +38.2% | +36.3% | +1.9% | +28.1% |
| 1Y | +85.4% | +47.9% | +37.5% | +55.9% |
| All | +85.4% | +46.8% | +38.6% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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