+85.4%
FROG vs PFGC
+12.5%
+72.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +13.5% | -16.0% | +0.6% |
| 7D | -14.1% | +13.9% | -27.9% | -11.4% |
| 30D | -11.8% | +18.4% | -30.1% | -8.6% |
| 3M | +0.1% | -2.5% | +2.7% | +2.5% |
| 6M | +64.2% | +26.0% | +38.2% | +67.0% |
| YTD | +38.2% | +21.9% | +16.4% | +37.9% |
| 1Y | +85.4% | +13.4% | +72.0% | +107.7% |
| All | +85.4% | +12.5% | +72.9% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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