+9.5%
PCAR vs FROG
+78.6%
-69.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.1% | -3.5% | +4.0% |
| 7D | +2.9% | +27.1% | -24.2% | +4.4% |
| 30D | -2.1% | +5.8% | -8.0% | -1.3% |
| 3M | -20.4% | +20.8% | -41.2% | -19.1% |
| 6M | -7.0% | +53.3% | -60.3% | -4.5% |
| YTD | -2.6% | +73.2% | -75.8% | +2.4% |
| All | +9.5% | +78.6% | -69.1% | +15.4% |
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