+12.2%
PCAR vs FROG
+83.7%
-71.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.5% | +4.0% |
| 7D | +3.7% | -14.1% | +17.7% | +3.1% |
| 30D | -2.9% | -11.8% | +8.8% | -3.2% |
| 3M | -21.7% | +0.1% | -21.9% | -21.5% |
| 6M | -6.6% | +64.2% | -70.9% | -4.7% |
| YTD | -2.2% | +38.2% | -40.5% | +0.1% |
| 1Y | +12.2% | +85.4% | -73.2% | +14.4% |
| All | +12.2% | +83.7% | -71.5% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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