+117.5%
PCAR vs FROG
+41.7%
+75.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +35.3% | -37.7% | -3.9% |
| 7D | +0.1% | +7.0% | -6.9% | -0.4% |
| 30D | -4.6% | +2.9% | -7.5% | -4.9% |
| 3M | -22.6% | +21.6% | -44.2% | -23.7% |
| 6M | -12.0% | +87.7% | -99.6% | -15.8% |
| YTD | -6.1% | +61.7% | -67.8% | -9.9% |
| 1Y | +6.3% | +113.7% | -107.3% | -0.5% |
| 3Y | +31.8% | +267.7% | -235.9% | +15.8% |
| 5Y | +104.2% | +158.8% | -54.6% | +78.4% |
| All | +117.5% | +41.7% | +75.8% | +95.3% |
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