+155.6%
PNC vs FROG
+59.4%
+96.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.4% |
| 7D | +3.1% | +12.5% | -9.4% | +2.3% |
| 30D | +7.6% | +23.5% | -15.9% | +5.7% |
| 3M | -8.1% | +19.4% | -27.5% | -9.8% |
| 6M | +12.6% | +77.0% | -64.4% | +7.0% |
| YTD | +15.0% | +81.9% | -66.9% | +7.9% |
| 1Y | +30.4% | +90.7% | -60.3% | +21.8% |
| 3Y | +116.1% | +328.5% | -212.4% | +82.8% |
| 5Y | +37.5% | +207.0% | -169.6% | +12.9% |
| All | +155.6% | +59.4% | +96.2% | +108.6% |
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