+47.3%
PLD vs FROG
+41.7%
+5.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +35.3% | -36.6% | -4.2% |
| 7D | -0.8% | +7.0% | -7.8% | -1.8% |
| 30D | -0.3% | +2.9% | -3.2% | -1.1% |
| 3M | -8.0% | +21.6% | -29.6% | -10.6% |
| 6M | -9.8% | +87.7% | -97.5% | -17.0% |
| YTD | +1.8% | +61.7% | -59.9% | -5.9% |
| 1Y | +5.6% | +113.7% | -108.1% | -6.6% |
| 3Y | +33.3% | +267.7% | -234.5% | +5.1% |
| 5Y | +0.3% | +158.8% | -158.5% | -22.2% |
| All | +47.3% | +41.7% | +5.6% | +18.9% |
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