+13.4%
PCAR vs FROG
+72.4%
-59.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.8% | -3.3% | +2.6% |
| 7D | +2.2% | +26.8% | -24.6% | +3.6% |
| 30D | +0.3% | +10.6% | -10.3% | +1.3% |
| 3M | -17.9% | +27.2% | -45.1% | -16.5% |
| 6M | -3.4% | +58.7% | -62.1% | -0.7% |
| YTD | -0.1% | +75.3% | -75.4% | +5.1% |
| 1Y | +13.4% | +71.1% | -57.7% | +19.7% |
| All | +13.4% | +72.4% | -59.0% | +19.7% |
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