-14.1%
PCOR vs FROG
+93.4%
-107.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -13.6% | +13.6% | +5.0% |
| 7D | +23.7% | -24.5% | +48.2% | +35.7% |
| 30D | +39.0% | -24.3% | +63.2% | +51.4% |
| 3M | +35.8% | -11.7% | +47.5% | +38.6% |
| 6M | +38.2% | +37.1% | +1.1% | +17.5% |
| YTD | +3.9% | +19.5% | -15.5% | -9.8% |
| 1Y | +5.7% | +61.8% | -56.1% | -20.8% |
| 3Y | +44.8% | +178.1% | -133.3% | -24.7% |
| 5Y | -19.8% | +91.2% | -111.0% | -58.6% |
| All | -14.1% | +93.4% | -107.5% | -59.9% |
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 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