+35.2%
FROG vs PFGC
+157.0%
-121.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | -11.3% | -2.2% | -9.1% | -10.7% |
| 30D | +3.6% | -11.9% | +15.6% | +7.1% |
| 3M | +1.7% | +5.0% | -3.3% | -0.5% |
| 6M | +123.5% | +8.6% | +114.9% | +115.5% |
| YTD | +40.2% | +9.7% | +30.6% | +33.7% |
| 1Y | +81.0% | -6.3% | +87.3% | +81.5% |
| 3Y | +194.8% | +58.2% | +136.5% | +149.1% |
| 5Y | +131.8% | +110.4% | +21.4% | +78.8% |
| All | +35.2% | +157.0% | -121.8% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling