+208.6%
FROG vs PFG
+70.7%
+137.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.5% |
| 7D | -11.3% | +5.5% | -16.8% | -13.9% |
| 30D | +3.6% | +2.4% | +1.3% | +2.2% |
| 3M | +1.7% | +13.6% | -11.9% | -5.3% |
| 6M | +123.5% | +27.9% | +95.6% | +95.3% |
| YTD | +40.2% | +35.6% | +4.7% | +17.3% |
| 1Y | +81.0% | +48.5% | +32.5% | +43.0% |
| All | +208.6% | +70.7% | +137.8% | +89.0% |
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