+33.9%
PNR vs FROG
+24.4%
+9.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.5% |
| 7D | -5.5% | -2.2% | -3.3% | -5.3% |
| 30D | -15.6% | +3.0% | -18.5% | -16.0% |
| 3M | -20.2% | +10.3% | -30.5% | -21.5% |
| 6M | -36.6% | +116.7% | -153.3% | -42.8% |
| YTD | -45.0% | +41.9% | -86.9% | -48.2% |
| 1Y | -47.4% | +78.5% | -126.0% | -52.3% |
| 3Y | -13.7% | +224.1% | -237.8% | -30.0% |
| 5Y | -20.8% | +142.4% | -163.2% | -37.9% |
| All | +33.9% | +24.4% | +9.5% | +8.1% |
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