+48.6%
PCG vs FROG
+22.9%
+25.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.3% | +5.8% | +2.5% |
| 7D | -13.9% | -11.3% | -2.6% | -13.6% |
| 30D | -16.9% | +3.6% | -20.5% | -17.1% |
| 3M | -14.7% | +1.7% | -16.4% | -15.0% |
| 6M | -23.8% | +123.5% | -147.3% | -26.5% |
| YTD | -10.5% | +40.2% | -50.7% | -12.2% |
| 1Y | -5.1% | +81.0% | -86.1% | -8.4% |
| 3Y | -11.6% | +194.8% | -206.4% | -18.6% |
| 5Y | +59.0% | +131.8% | -72.8% | +41.6% |
| All | +48.6% | +22.9% | +25.7% | +34.5% |
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