-18.7%
PDD vs FROG
+198.7%
-217.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +0.9% |
| 7D | -4.1% | -11.3% | +7.2% | -3.5% |
| 30D | -9.6% | +3.6% | -13.2% | -10.0% |
| 3M | -4.3% | +1.7% | -5.9% | -4.7% |
| 6M | -18.8% | +123.5% | -142.3% | -22.8% |
| YTD | -27.5% | +40.2% | -67.7% | -29.3% |
| 1Y | -33.6% | +81.0% | -114.6% | -36.9% |
| All | -18.7% | +198.7% | -217.3% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling