+1.6%
PDD vs FROG
+4.7%
-3.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -13.6% | +15.8% | +5.4% |
| 7D | +5.9% | -24.5% | +30.4% | +12.6% |
| 30D | +7.1% | -24.3% | +31.3% | +13.2% |
| 3M | -7.7% | -11.7% | +4.0% | -7.3% |
| 6M | -13.2% | +37.1% | -50.4% | -24.4% |
| YTD | -26.0% | +19.5% | -45.4% | -35.1% |
| 1Y | -38.4% | +61.8% | -100.2% | -52.1% |
| 3Y | -21.1% | +178.1% | -199.2% | -56.4% |
| 5Y | +0.3% | +91.2% | -90.9% | -41.1% |
| All | +1.6% | +4.7% | -3.1% | -33.8% |
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 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