+0.5%
PDD vs FROG
+41.7%
-41.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +35.3% | -36.4% | -9.0% |
| 7D | +5.6% | +7.0% | -1.4% | +2.1% |
| 30D | +5.8% | +2.9% | +2.9% | +2.8% |
| 3M | -8.6% | +21.6% | -30.2% | -16.0% |
| 6M | -18.8% | +87.7% | -106.5% | -35.2% |
| YTD | -26.8% | +61.7% | -88.4% | -41.0% |
| 1Y | -39.3% | +113.7% | -152.9% | -56.1% |
| 3Y | -22.5% | +267.7% | -290.2% | -60.2% |
| 5Y | -0.8% | +158.8% | -159.6% | -46.4% |
| All | +0.5% | +41.7% | -41.2% | -39.7% |
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