+6.9%
PCOR vs FROG
+83.7%
-76.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | -2.4% | +22.1% | +20.3% |
| 7D | +21.8% | -14.1% | +35.9% | +26.3% |
| 30D | +39.5% | -11.8% | +51.3% | +43.0% |
| 3M | +35.2% | +0.1% | +35.1% | +33.5% |
| 6M | +21.7% | +64.2% | -42.5% | +7.7% |
| YTD | +3.9% | +38.2% | -34.3% | -7.7% |
| 1Y | +6.9% | +85.4% | -78.5% | -7.2% |
| All | +6.9% | +83.7% | -76.8% | -7.2% |
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