+267.7%
FROG vs PTC
+32.2%
+235.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +0.2% | +35.1% | +35.2% |
| 7D | +7.0% | -0.2% | +7.2% | +7.2% |
| 30D | +2.9% | +0.8% | +2.1% | +2.6% |
| 3M | +21.6% | +32.1% | -10.5% | +5.3% |
| 6M | +87.7% | +42.6% | +45.0% | +54.2% |
| YTD | +61.7% | +12.0% | +49.7% | +53.3% |
| 1Y | +113.7% | +12.2% | +101.5% | +102.5% |
| 3Y | +267.7% | +31.2% | +236.5% | +177.0% |
| All | +267.7% | +32.2% | +235.6% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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