-19.4%
PCG vs FROG
+85.3%
-104.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.6% | +2.3% |
| 7D | +2.2% | +12.5% | -10.3% | +2.9% |
| 30D | +0.8% | +23.5% | -22.8% | +2.5% |
| 3M | -23.8% | +19.4% | -43.2% | -22.4% |
| 6M | -19.6% | +77.0% | -96.6% | -16.2% |
| YTD | -16.7% | +81.9% | -98.6% | -14.8% |
| 1Y | -19.4% | +90.7% | -110.0% | -17.2% |
| All | -19.4% | +85.3% | -104.7% | -17.2% |
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