-11.8%
PCOR vs FROG
+194.5%
-206.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.4% |
| 7D | +3.0% | +12.5% | -9.5% | -1.2% |
| 30D | +38.7% | +23.5% | +15.1% | +24.4% |
| 3M | +24.9% | +19.4% | +5.5% | +12.6% |
| 6M | +68.8% | +77.0% | -8.2% | +30.3% |
| YTD | +6.7% | +81.9% | -75.2% | -21.9% |
| 1Y | +3.0% | +90.7% | -87.7% | -26.3% |
| 3Y | +48.6% | +328.5% | -279.9% | -35.1% |
| 5Y | -12.7% | +207.0% | -219.7% | -62.3% |
| All | -11.8% | +194.5% | -206.2% | -65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling