-13.3%
PCOR vs FROG
+168.4%
-181.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +1.2% |
| 7D | +20.7% | +17.0% | +3.7% | +11.1% |
| 30D | +35.7% | +1.3% | +34.4% | +30.5% |
| 3M | +31.1% | +17.5% | +13.6% | +18.5% |
| 6M | +43.1% | +46.8% | -3.6% | +18.2% |
| YTD | +4.8% | +65.8% | -60.9% | -20.8% |
| 1Y | -3.7% | +61.0% | -64.7% | -26.6% |
| 3Y | +46.5% | +296.7% | -250.2% | -34.5% |
| 5Y | -17.3% | +177.8% | -195.1% | -63.1% |
| All | -13.3% | +168.4% | -181.7% | -64.8% |
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