+1,692.6%
PLTR vs FROG
+1.0%
+1,691.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.9% |
| 7D | -5.3% | -5.5% | +0.2% | -2.9% |
| 30D | -1.0% | -3.1% | +2.1% | -0.2% |
| 3M | +24.8% | +1.2% | +23.6% | +23.1% |
| 6M | +8.4% | +113.7% | -105.3% | -25.7% |
| YTD | -4.2% | +38.9% | -43.0% | -22.9% |
| 1Y | +9.1% | +72.0% | -62.9% | -23.0% |
| 3Y | +1,025.6% | +217.1% | +808.5% | +385.0% |
| 5Y | +565.8% | +130.6% | +435.2% | +214.0% |
| All | +1,692.6% | +1.0% | +1,691.6% | +891.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling