-41.4%
PCOR vs FROG
+129.7%
-171.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -0.9% | -3.0% |
| 7D | -9.0% | -11.3% | +2.3% | -4.7% |
| 30D | +4.2% | +3.6% | +0.5% | +2.2% |
| 3M | +14.4% | +1.7% | +12.7% | +12.3% |
| 6M | +0.2% | +123.5% | -123.4% | -29.3% |
| YTD | -20.3% | +40.2% | -60.5% | -33.9% |
| 1Y | -16.1% | +81.0% | -97.1% | -39.1% |
| 3Y | -14.7% | +194.8% | -209.5% | -57.4% |
| All | -41.4% | +129.7% | -171.1% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling