+50.9%
PLD vs FROG
+53.7%
-2.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.8% | -0.5% |
| 7D | -1.0% | +26.8% | -27.8% | -3.5% |
| 30D | -1.8% | +10.6% | -12.4% | -3.3% |
| 3M | -6.0% | +27.2% | -33.2% | -9.0% |
| 6M | -8.4% | +58.7% | -67.1% | -13.8% |
| YTD | +4.2% | +75.3% | -71.1% | -4.4% |
| 1Y | +6.2% | +71.1% | -64.9% | -2.4% |
| 3Y | +37.0% | +319.6% | -282.6% | +6.5% |
| 5Y | +1.2% | +195.7% | -194.5% | -22.4% |
| All | +50.9% | +53.7% | -2.8% | +20.9% |
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