+106.6%
PCAR vs FROG
+160.8%
-54.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +35.3% | -37.7% | -3.8% |
| 7D | +0.1% | +7.0% | -6.9% | -0.3% |
| 30D | -4.6% | +2.9% | -7.5% | -4.9% |
| 3M | -22.6% | +21.6% | -44.2% | -23.6% |
| 6M | -12.0% | +87.7% | -99.6% | -15.9% |
| YTD | -6.1% | +61.7% | -67.8% | -9.8% |
| 1Y | +6.3% | +113.7% | -107.3% | -0.7% |
| 3Y | +31.8% | +267.7% | -235.9% | +14.3% |
| All | +106.6% | +160.8% | -54.2% | +70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling