-63.4%
PINS vs FROG
+129.7%
-193.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.2% | -1.0% |
| 7D | -12.0% | -11.3% | -0.7% | -8.4% |
| 30D | -12.7% | +3.6% | -16.3% | -14.7% |
| 3M | -5.5% | +1.7% | -7.2% | -7.9% |
| 6M | +5.3% | +123.5% | -118.3% | -25.9% |
| YTD | -21.2% | +40.2% | -61.5% | -35.3% |
| 1Y | -45.0% | +81.0% | -126.0% | -60.5% |
| 3Y | -26.2% | +194.8% | -221.0% | -64.8% |
| All | -63.4% | +129.7% | -193.1% | -79.8% |
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 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