+318.3%
FROG vs PFG
+84.7%
+233.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.0% | +3.1% | +5.4% |
| 7D | +27.1% | +2.3% | +24.8% | +26.0% |
| 30D | +5.8% | +7.6% | -1.8% | +2.5% |
| 3M | +20.8% | +2.5% | +18.3% | +19.3% |
| 6M | +53.3% | +16.6% | +36.7% | +41.9% |
| YTD | +73.2% | +34.1% | +39.1% | +48.0% |
| 1Y | +80.3% | +44.1% | +36.2% | +47.9% |
| 3Y | +318.3% | +86.3% | +232.1% | +204.4% |
| All | +318.3% | +84.7% | +233.6% | +204.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling