+185.5%
FROG vs PLTU
+142.1%
+43.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.7% | +3.7% | -0.2% |
| 7D | -5.5% | -11.6% | +6.1% | -3.9% |
| 30D | -3.1% | -4.6% | +1.5% | -2.6% |
| 3M | +1.2% | +33.7% | -32.5% | -6.2% |
| 6M | +113.7% | -9.4% | +123.1% | +107.1% |
| YTD | +38.9% | -34.7% | +73.6% | +38.8% |
| 1Y | +72.0% | -23.2% | +95.2% | +66.0% |
| All | +185.5% | +142.1% | +43.3% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTU.
Daily Out/Under-Performance
Portfolio return minus PLTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTU 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 PLTU 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