+72.0%
FROG vs PFG
+48.9%
+23.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | -5.5% | +6.0% | -11.5% | -7.2% |
| 30D | -3.1% | +2.2% | -5.3% | -3.7% |
| 3M | +1.2% | +10.4% | -9.1% | -1.7% |
| 6M | +113.7% | +27.8% | +85.9% | +97.7% |
| YTD | +38.9% | +33.6% | +5.2% | +25.7% |
| 1Y | +72.0% | +49.3% | +22.7% | +42.3% |
| All | +72.0% | +48.9% | +23.1% | +42.3% |
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 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