+166.3%
PNC vs FROG
+22.3%
+144.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.6% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | -4.4% | +1.3% | -5.7% | -4.6% |
| 3M | +5.2% | +11.1% | -5.9% | +4.0% |
| 6M | +20.6% | +108.3% | -87.7% | +12.8% |
| YTD | +19.8% | +39.6% | -19.8% | +15.0% |
| 1Y | +24.4% | +74.7% | -50.3% | +16.5% |
| 3Y | +131.2% | +224.1% | -92.8% | +99.7% |
| 5Y | +53.1% | +138.4% | -85.3% | +28.6% |
| All | +166.3% | +22.3% | +144.0% | +122.4% |
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