+34.8%
FROG vs PFGC
+149.2%
-114.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | -4.8% | -3.7% | -1.1% | -3.8% |
| 30D | -0.9% | -16.0% | +15.0% | +3.7% |
| 3M | +7.5% | -4.1% | +11.6% | +8.1% |
| 6M | +107.0% | +8.7% | +98.3% | +99.4% |
| YTD | +39.8% | +6.4% | +33.5% | +34.4% |
| 1Y | +74.8% | -8.4% | +83.2% | +76.3% |
| 3Y | +219.3% | +61.8% | +157.5% | +168.1% |
| 5Y | +133.0% | +108.7% | +24.3% | +81.1% |
| All | +34.8% | +149.2% | -114.5% | +5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling