+10.5%
PFE vs FROG
+22.9%
-12.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -1.2% |
| 7D | +1.8% | -11.3% | +13.0% | +1.9% |
| 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% | +8.8% |
| YTD | +20.2% | +40.2% | -20.1% | +19.1% |
| 1Y | +24.1% | +81.0% | -56.9% | +22.3% |
| 3Y | -3.6% | +194.8% | -198.3% | -6.2% |
| 5Y | -20.9% | +131.8% | -152.7% | -23.2% |
| All | +10.5% | +22.9% | -12.4% | +10.5% |
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