-18.6%
PCG vs FROG
+307.0%
-325.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.1% | -5.8% | +1.4% |
| 7D | -1.1% | +27.1% | -28.2% | -0.6% |
| 30D | +0.1% | +5.8% | -5.7% | +0.4% |
| 3M | -24.4% | +20.8% | -45.3% | -24.1% |
| 6M | -17.7% | +53.3% | -71.0% | -17.5% |
| YTD | -17.4% | +73.2% | -90.6% | -17.3% |
| 1Y | -19.4% | +80.3% | -99.7% | -19.4% |
| 3Y | -18.6% | +318.3% | -336.9% | -27.6% |
| All | -18.6% | +307.0% | -325.6% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling