-16.0%
PCG vs FROG
+83.7%
-99.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +0.7% |
| 7D | +1.9% | -14.1% | +16.0% | +1.2% |
| 30D | +8.5% | -11.8% | +20.3% | +7.9% |
| 3M | -22.9% | +0.1% | -23.0% | -22.7% |
| 6M | -16.8% | +64.2% | -81.0% | -14.9% |
| YTD | -15.8% | +38.2% | -54.0% | -14.2% |
| 1Y | -16.0% | +85.4% | -101.4% | -15.1% |
| All | -16.0% | +83.7% | -99.7% | -15.1% |
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