+34.8%
FROG vs PFG
+252.7%
-217.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -4.8% | +3.2% | -8.0% | -6.1% |
| 30D | -0.9% | +0.9% | -1.9% | -1.4% |
| 3M | +7.5% | +7.7% | -0.3% | +4.1% |
| 6M | +107.0% | +29.0% | +78.1% | +86.9% |
| YTD | +39.8% | +32.5% | +7.3% | +23.9% |
| 1Y | +74.8% | +47.3% | +27.5% | +48.3% |
| 3Y | +219.3% | +68.2% | +151.0% | +155.4% |
| 5Y | +133.0% | +108.5% | +24.5% | +82.4% |
| All | +34.8% | +252.7% | -217.9% | +6.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling