+185.2%
FROG vs PLTD
-77.3%
+262.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -0.2% |
| 7D | -5.5% | +4.5% | -10.0% | -3.9% |
| 30D | -3.1% | -0.7% | -2.4% | -2.5% |
| 3M | +1.2% | -31.0% | +32.3% | -6.1% |
| 6M | +113.7% | -24.8% | +138.5% | +107.7% |
| YTD | +38.9% | -18.6% | +57.4% | +39.2% |
| 1Y | +72.0% | -31.8% | +103.8% | +67.2% |
| All | +185.2% | -77.3% | +262.5% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 PLTD 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