+37.7%
PCAR vs FROG
+319.6%
-281.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.8% | -3.3% | +2.3% |
| 7D | +2.2% | +26.8% | -24.6% | +1.7% |
| 30D | +0.3% | +10.6% | -10.3% | +0.2% |
| 3M | -17.9% | +27.2% | -45.1% | -18.5% |
| 6M | -3.4% | +58.7% | -62.1% | -5.2% |
| YTD | -0.1% | +75.3% | -75.4% | -2.5% |
| 1Y | +13.4% | +71.1% | -57.7% | +10.8% |
| All | +37.7% | +319.6% | -281.9% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling