-48.9%
PINS vs FROG
+41.7%
-90.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +35.3% | -39.5% | -15.7% |
| 7D | -2.1% | +7.0% | -9.0% | -7.0% |
| 30D | -6.6% | +2.9% | -9.5% | -10.5% |
| 3M | -18.7% | +21.6% | -40.3% | -27.7% |
| 6M | -10.4% | +87.7% | -98.1% | -34.1% |
| YTD | -26.8% | +61.7% | -88.4% | -45.1% |
| 1Y | -27.9% | +113.7% | -141.5% | -53.0% |
| 3Y | -38.7% | +267.7% | -306.4% | -73.1% |
| 5Y | -59.0% | +158.8% | -217.8% | -80.4% |
| All | -48.9% | +41.7% | -90.6% | -71.5% |
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