-0.5%
PDD vs FROG
+22.9%
-23.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.5% |
| 7D | -4.1% | -11.3% | +7.2% | -1.2% |
| 30D | -9.6% | +3.6% | -13.2% | -11.4% |
| 3M | -4.3% | +1.7% | -5.9% | -6.4% |
| 6M | -18.8% | +123.5% | -142.3% | -37.7% |
| YTD | -27.5% | +40.2% | -67.7% | -38.0% |
| 1Y | -33.6% | +81.0% | -114.6% | -48.9% |
| 3Y | -20.4% | +194.8% | -215.2% | -55.3% |
| 5Y | -19.6% | +131.8% | -151.4% | -54.6% |
| All | -0.5% | +22.9% | -23.4% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling