-46.7%
PINS vs FROG
+4.7%
-51.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -13.6% | +6.8% | -2.0% |
| 7D | -0.7% | -24.5% | +23.8% | +9.0% |
| 30D | -1.2% | -24.3% | +23.1% | +7.8% |
| 3M | -15.3% | -11.7% | -3.6% | -13.8% |
| 6M | -11.2% | +37.1% | -48.3% | -25.4% |
| YTD | -23.6% | +19.5% | -43.0% | -34.8% |
| 1Y | -23.1% | +61.8% | -84.9% | -43.7% |
| 3Y | -36.0% | +178.1% | -214.2% | -68.5% |
| 5Y | -57.2% | +91.2% | -148.4% | -76.8% |
| All | -46.7% | +4.7% | -51.4% | -66.2% |
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