+49.2%
PLD vs FROG
+4.7%
+44.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.6% | +11.4% | -0.9% |
| 7D | +0.4% | -24.5% | +24.9% | +2.9% |
| 30D | -0.1% | -24.3% | +24.2% | +2.1% |
| 3M | -7.9% | -11.7% | +3.8% | -7.6% |
| 6M | -7.0% | +37.1% | -44.1% | -11.7% |
| YTD | +3.1% | +19.5% | -16.4% | -1.8% |
| 1Y | +7.1% | +61.8% | -54.7% | -2.6% |
| 3Y | +32.9% | +178.1% | -145.2% | +7.7% |
| 5Y | +1.5% | +91.2% | -89.7% | -18.8% |
| All | +49.2% | +4.7% | +44.5% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling