+201.1%
FROG vs PTC
-3.9%
+205.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.0% | +2.7% | +0.5% |
| 7D | -11.3% | -10.3% | -1.0% | -5.1% |
| 30D | +3.6% | +1.1% | +2.5% | +3.1% |
| 3M | +1.7% | +1.6% | +0.1% | 0.0% |
| 6M | +123.5% | -13.5% | +137.0% | +144.3% |
| YTD | +40.2% | -19.1% | +59.3% | +59.7% |
| 1Y | +81.0% | -33.9% | +114.9% | +132.2% |
| All | +201.1% | -3.9% | +205.0% | +134.1% |
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