+38.1%
PCG vs FROG
+4.7%
+33.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -13.6% | +12.3% | -0.9% |
| 7D | 0.0% | -24.5% | +24.5% | +0.6% |
| 30D | +5.8% | -24.3% | +30.1% | +6.5% |
| 3M | -22.8% | -11.7% | -11.1% | -22.7% |
| 6M | -18.4% | +37.1% | -55.6% | -19.9% |
| YTD | -16.9% | +19.5% | -36.3% | -18.2% |
| 1Y | -17.6% | +61.8% | -79.4% | -20.4% |
| 3Y | -20.0% | +178.1% | -198.1% | -26.5% |
| 5Y | +16.0% | +91.2% | -75.2% | +3.8% |
| All | +38.1% | +4.7% | +33.4% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling