+61.9%
PNR vs FROG
+59.4%
+2.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | 0.0% |
| 7D | +0.3% | +12.5% | -12.2% | -0.7% |
| 30D | +31.7% | +23.5% | +8.2% | +28.5% |
| 3M | +2.6% | +19.4% | -16.8% | +0.2% |
| 6M | -6.4% | +77.0% | -83.4% | -12.9% |
| YTD | -33.4% | +81.9% | -115.3% | -39.2% |
| 1Y | -35.1% | +90.7% | -125.7% | -41.1% |
| 3Y | +17.1% | +328.5% | -311.4% | -8.0% |
| 5Y | -3.5% | +207.0% | -210.6% | -26.5% |
| All | +61.9% | +59.4% | +2.6% | +26.9% |
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