-48.2%
PINS vs FROG
+53.7%
-101.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.8% | -4.3% | -0.4% |
| 7D | -9.4% | +26.8% | -36.2% | -18.5% |
| 30D | -10.2% | +10.6% | -20.8% | -16.1% |
| 3M | -19.0% | +27.2% | -46.2% | -28.9% |
| 6M | -7.4% | +58.7% | -66.1% | -26.2% |
| YTD | -25.7% | +75.3% | -101.1% | -45.8% |
| 1Y | -29.7% | +71.1% | -100.8% | -48.5% |
| 3Y | -38.1% | +319.6% | -357.7% | -74.3% |
| 5Y | -57.3% | +195.7% | -252.9% | -80.6% |
| All | -48.2% | +53.7% | -101.9% | -71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling