+23.4%
PFE vs FROG
+319.6%
-296.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.8% | -5.4% | +0.2% |
| 7D | -3.0% | +26.8% | -29.8% | -3.3% |
| 30D | +5.2% | +10.6% | -5.4% | +5.0% |
| 3M | +12.2% | +27.2% | -14.9% | +11.7% |
| 6M | +17.8% | +58.7% | -40.9% | +16.5% |
| YTD | +26.2% | +75.3% | -49.1% | +24.2% |
| 1Y | +23.2% | +71.1% | -47.9% | +21.3% |
| All | +23.4% | +319.6% | -296.2% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling