-20.3%
PNR vs FROG
+136.9%
-157.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.1% |
| 7D | -6.0% | -0.5% | -5.5% | -6.0% |
| 30D | -14.0% | +1.3% | -15.3% | -14.3% |
| 3M | -21.7% | +11.1% | -32.8% | -23.4% |
| 6M | -37.3% | +108.3% | -145.6% | -44.5% |
| YTD | -45.1% | +39.6% | -84.7% | -49.0% |
| 1Y | -49.1% | +74.7% | -123.9% | -54.9% |
| 3Y | -14.8% | +224.1% | -238.9% | -36.2% |
| All | -20.3% | +136.9% | -157.2% | -41.9% |
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