-2.6%
PDD vs FROG
+51.8%
-54.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.1% | -10.2% | -4.6% |
| 7D | -1.4% | +27.1% | -28.6% | -8.4% |
| 30D | -1.0% | +5.8% | -6.9% | -4.5% |
| 3M | -12.3% | +20.8% | -33.1% | -19.0% |
| 6M | -18.5% | +53.3% | -71.8% | -30.3% |
| YTD | -29.0% | +73.2% | -102.2% | -43.7% |
| 1Y | -40.7% | +80.3% | -121.0% | -53.8% |
| 3Y | -25.7% | +318.3% | -344.0% | -63.5% |
| 5Y | -3.3% | +179.9% | -183.2% | -48.8% |
| All | -2.6% | +51.8% | -54.4% | -42.5% |
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