+39.2%
PLD vs FROG
+307.0%
-267.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.1% | -4.3% | +2.6% |
| 7D | +0.7% | +27.1% | -26.4% | -0.3% |
| 30D | +0.8% | +5.8% | -5.0% | +0.5% |
| 3M | -6.1% | +20.8% | -27.0% | -7.1% |
| 6M | -8.0% | +53.3% | -61.4% | -10.5% |
| YTD | +4.7% | +73.2% | -68.5% | +0.6% |
| 1Y | +7.2% | +80.3% | -73.1% | +2.5% |
| 3Y | +39.2% | +318.3% | -279.1% | +6.8% |
| All | +39.2% | +307.0% | -267.8% | +6.8% |
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