-19.5%
PCG vs FROG
+118.5%
-138.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +35.3% | -37.3% | -0.3% |
| 7D | -1.6% | +7.0% | -8.6% | -0.9% |
| 30D | +1.4% | +2.9% | -1.5% | +2.0% |
| 3M | -23.4% | +21.6% | -45.0% | -22.2% |
| 6M | -19.4% | +87.7% | -107.0% | -16.7% |
| YTD | -18.5% | +61.7% | -80.2% | -16.1% |
| 1Y | -19.5% | +113.7% | -133.2% | -17.7% |
| All | -19.5% | +118.5% | -138.1% | -17.7% |
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