+33.9%
FROG vs PFG
+255.8%
-221.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.4% |
| 7D | -5.5% | +6.0% | -11.5% | -7.8% |
| 30D | -3.1% | +2.2% | -5.3% | -4.0% |
| 3M | +1.2% | +10.4% | -9.1% | -2.8% |
| 6M | +113.7% | +27.8% | +85.9% | +93.5% |
| YTD | +38.9% | +33.6% | +5.2% | +22.6% |
| 1Y | +72.0% | +49.3% | +22.7% | +45.2% |
| 3Y | +217.1% | +69.7% | +147.4% | +152.8% |
| 5Y | +130.6% | +111.3% | +19.3% | +80.0% |
| All | +33.9% | +255.8% | -221.9% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling