+273.9%
FROG vs PLTU
+121.9%
+152.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.2% | +6.9% | +3.5% |
| 7D | +12.5% | +9.0% | +3.5% | +10.6% |
| 30D | +23.5% | -33.0% | +56.5% | +33.1% |
| 3M | +19.4% | -19.0% | +38.4% | +24.0% |
| 6M | +77.0% | +30.4% | +46.6% | +65.5% |
| YTD | +81.9% | -40.2% | +122.0% | +85.6% |
| 1Y | +90.7% | -37.8% | +128.5% | +92.7% |
| All | +273.9% | +121.9% | +152.0% | +196.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling