+49.3%
PLD vs FROG
+59.4%
-10.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.1% |
| 7D | +1.3% | +12.5% | -11.2% | +0.3% |
| 30D | -1.4% | +23.5% | -24.9% | -3.8% |
| 3M | -8.2% | +19.4% | -27.5% | -10.4% |
| 6M | -8.0% | +77.0% | -85.0% | -14.4% |
| YTD | +3.2% | +81.9% | -78.7% | -5.7% |
| 1Y | +7.0% | +90.7% | -83.6% | -2.9% |
| 3Y | +38.3% | +328.5% | -290.2% | +7.4% |
| 5Y | +0.2% | +207.0% | -206.8% | -23.4% |
| All | +49.3% | +59.4% | -10.1% | +19.3% |
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