-21.0%
PCG vs FROG
+274.0%
-295.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +35.3% | -37.3% | -1.6% |
| 7D | -1.6% | +7.0% | -8.6% | -1.3% |
| 30D | +1.4% | +2.9% | -1.5% | +1.7% |
| 3M | -23.4% | +21.6% | -45.0% | -23.2% |
| 6M | -19.4% | +87.7% | -107.0% | -19.5% |
| YTD | -18.5% | +61.7% | -80.2% | -18.4% |
| 1Y | -19.5% | +113.7% | -133.2% | -20.5% |
| 3Y | -21.0% | +267.7% | -288.7% | -28.7% |
| All | -21.0% | +274.0% | -295.0% | -28.7% |
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 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