-3.8%
PNR vs FROG
+195.3%
-199.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.8% |
| 7D | -2.3% | +48.2% | -50.6% | -6.7% |
| 30D | +29.3% | +11.4% | +17.9% | +26.9% |
| 3M | +4.1% | +28.5% | -24.4% | 0.0% |
| 6M | -8.6% | +63.7% | -72.4% | -15.7% |
| YTD | -33.6% | +77.1% | -110.7% | -40.5% |
| 1Y | -36.4% | +79.3% | -115.7% | -43.2% |
| 3Y | +15.1% | +323.8% | -308.7% | -17.6% |
| 5Y | -3.8% | +198.9% | -202.7% | -32.9% |
| All | -3.8% | +195.3% | -199.1% | -32.9% |
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 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