+166.5%
PGR vs FROG
+22.5%
+144.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | -2.7% | -4.8% | +2.2% | -2.6% |
| 30D | +0.7% | -0.9% | +1.7% | +0.7% |
| 3M | +7.7% | +7.5% | +0.3% | +7.6% |
| 6M | +4.3% | +107.0% | -102.7% | +3.6% |
| YTD | +0.7% | +39.8% | -39.1% | +0.5% |
| 1Y | -5.7% | +74.8% | -80.5% | -6.3% |
| 3Y | +73.7% | +219.3% | -145.6% | +71.0% |
| 5Y | +158.4% | +133.0% | +25.4% | +150.9% |
| All | +166.5% | +22.5% | +144.0% | +157.8% |
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