+1.3%
PLD vs FROG
+170.5%
-169.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +3.9% | 0.0% |
| 7D | +0.8% | +17.0% | -16.2% | -1.0% |
| 30D | +0.5% | +1.3% | -0.8% | -0.2% |
| 3M | -5.5% | +17.5% | -23.0% | -7.8% |
| 6M | -8.3% | +46.8% | -55.1% | -13.3% |
| YTD | +4.3% | +65.8% | -61.5% | -4.1% |
| 1Y | +7.4% | +61.0% | -53.6% | -1.0% |
| 3Y | +37.1% | +296.7% | -259.7% | +2.8% |
| 5Y | +1.3% | +177.8% | -176.5% | -27.8% |
| All | +1.3% | +170.5% | -169.2% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling