+35.2%
FROG vs PFG
+260.9%
-225.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.7% |
| 7D | -11.3% | +5.5% | -16.8% | -13.3% |
| 30D | +3.6% | +2.4% | +1.3% | +2.5% |
| 3M | +1.7% | +13.6% | -11.9% | -3.5% |
| 6M | +123.5% | +27.9% | +95.6% | +102.4% |
| YTD | +40.2% | +35.6% | +4.7% | +23.1% |
| 1Y | +81.0% | +48.5% | +32.5% | +53.1% |
| 3Y | +194.8% | +66.9% | +127.9% | +136.0% |
| 5Y | +131.8% | +111.0% | +20.9% | +79.7% |
| All | +35.2% | +260.9% | -225.7% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling