-20.7%
PFE vs FROG
+129.7%
-150.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -1.2% |
| 7D | +1.8% | -11.3% | +13.0% | +2.0% |
| 30D | +10.2% | +3.6% | +6.6% | +10.1% |
| 3M | +12.7% | +1.7% | +11.0% | +12.5% |
| 6M | +10.5% | +123.5% | -113.0% | +8.4% |
| YTD | +20.2% | +40.2% | -20.1% | +18.9% |
| 1Y | +24.1% | +81.0% | -56.9% | +21.8% |
| 3Y | -3.6% | +194.8% | -198.3% | -7.1% |
| All | -20.7% | +129.7% | -150.4% | -22.0% |
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