-13.4%
PNR vs FROG
+219.3%
-232.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.9% |
| 7D | -3.9% | -4.8% | +0.9% | -3.5% |
| 30D | -13.8% | -0.9% | -12.9% | -13.9% |
| 3M | -22.5% | +7.5% | -30.0% | -23.3% |
| 6M | -37.2% | +107.0% | -144.2% | -42.1% |
| YTD | -44.2% | +39.8% | -84.0% | -46.7% |
| 1Y | -46.6% | +74.8% | -121.5% | -50.8% |
| All | -13.4% | +219.3% | -232.7% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling