+1,681.1%
PLTR vs FROG
+26.0%
+1,655.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.1% | -1.6% | +2.4% |
| 7D | -5.1% | +27.1% | -32.2% | -16.8% |
| 30D | -19.1% | +5.8% | -24.9% | -23.3% |
| 3M | -1.6% | +20.8% | -22.5% | -13.1% |
| 6M | +22.8% | +53.3% | -30.6% | -2.8% |
| YTD | -4.8% | +73.2% | -78.0% | -32.9% |
| 1Y | -4.9% | +80.3% | -85.2% | -34.4% |
| 3Y | +826.1% | +318.3% | +507.8% | +238.0% |
| 5Y | +597.7% | +179.9% | +417.8% | +193.6% |
| All | +1,681.1% | +26.0% | +1,655.0% | +763.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling