+23.8%
PLD vs FROG
+198.7%
-174.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.5% |
| 7D | -2.4% | -11.3% | +8.9% | -1.7% |
| 30D | -2.4% | +3.6% | -6.1% | -2.8% |
| 3M | -3.8% | +1.7% | -5.5% | -4.2% |
| 6M | 0.0% | +123.5% | -123.5% | -6.8% |
| YTD | +9.2% | +40.2% | -31.0% | +5.4% |
| 1Y | +25.9% | +81.0% | -55.1% | +17.1% |
| All | +23.8% | +198.7% | -174.8% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling