-3.9%
PDD vs FROG
+45.3%
-49.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -0.4% |
| 7D | -1.0% | +17.0% | -18.0% | -6.1% |
| 30D | -2.4% | +1.3% | -3.7% | -4.9% |
| 3M | -14.6% | +17.5% | -32.1% | -20.7% |
| 6M | -19.6% | +46.8% | -66.4% | -30.6% |
| YTD | -30.0% | +65.8% | -95.8% | -43.9% |
| 1Y | -42.5% | +61.0% | -103.5% | -53.7% |
| 3Y | -27.2% | +296.7% | -323.9% | -63.7% |
| 5Y | -8.2% | +177.8% | -186.1% | -51.5% |
| All | -3.9% | +45.3% | -49.2% | -42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling