+166.0%
PCAR vs FROG
+22.9%
+143.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.3% |
| 7D | -0.5% | -11.3% | +10.8% | +0.1% |
| 30D | -6.2% | +3.6% | -9.9% | -6.5% |
| 3M | +5.9% | +1.7% | +4.2% | +5.5% |
| 6M | +0.4% | +123.5% | -123.1% | -5.2% |
| YTD | +14.8% | +40.2% | -25.4% | +11.3% |
| 1Y | +30.1% | +81.0% | -50.9% | +23.2% |
| 3Y | +66.7% | +194.8% | -128.1% | +48.5% |
| 5Y | +166.1% | +131.8% | +34.3% | +134.2% |
| All | +166.0% | +22.9% | +143.1% | +141.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling