+50.4%
PNC vs FROG
+133.6%
-83.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -0.7% | -4.8% | +4.1% | -0.3% |
| 30D | -4.4% | -0.9% | -3.5% | -4.5% |
| 3M | +4.5% | +7.5% | -3.0% | +3.2% |
| 6M | +19.1% | +107.0% | -88.0% | +8.6% |
| YTD | +18.0% | +39.8% | -21.8% | +11.6% |
| 1Y | +24.1% | +74.8% | -50.8% | +13.2% |
| 3Y | +130.0% | +219.3% | -89.3% | +83.8% |
| 5Y | +50.4% | +133.0% | -82.6% | +21.6% |
| All | +50.4% | +133.6% | -83.2% | +21.6% |
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 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