-59.3%
PINS vs FROG
+160.8%
-220.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +35.3% | -39.5% | -15.0% |
| 7D | -2.1% | +7.0% | -9.0% | -6.5% |
| 30D | -6.6% | +2.9% | -9.5% | -10.1% |
| 3M | -18.7% | +21.6% | -40.3% | -27.1% |
| 6M | -10.4% | +87.7% | -98.1% | -33.1% |
| YTD | -26.8% | +61.7% | -88.4% | -44.1% |
| 1Y | -27.9% | +113.7% | -141.5% | -52.2% |
| 3Y | -38.7% | +267.7% | -306.4% | -73.6% |
| All | -59.3% | +160.8% | -220.1% | -80.3% |
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