-47.4%
PNR vs FROG
+76.4%
-123.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.4% |
| 7D | -5.5% | -2.2% | -3.3% | -5.5% |
| 30D | -15.6% | +3.0% | -18.5% | -15.6% |
| 3M | -20.2% | +10.3% | -30.5% | -20.3% |
| 6M | -36.6% | +116.7% | -153.3% | -38.2% |
| YTD | -45.0% | +41.9% | -86.9% | -45.6% |
| 1Y | -47.4% | +78.5% | -126.0% | -48.5% |
| All | -47.4% | +76.4% | -123.8% | -48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling