-35.5%
PINS vs FROG
+83.7%
-119.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.7% | +4.6% |
| 7D | +1.4% | -14.1% | +15.5% | +3.6% |
| 30D | +5.8% | -11.8% | +17.6% | +7.4% |
| 3M | -17.0% | +0.1% | -17.2% | -17.8% |
| 6M | +1.8% | +64.2% | -62.4% | -6.2% |
| YTD | -18.0% | +38.2% | -56.3% | -23.8% |
| 1Y | -35.5% | +85.4% | -120.9% | -43.8% |
| All | -35.5% | +83.7% | -119.2% | -43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling