+770.5%
PLTR vs FROG
+323.8%
+446.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | +10.7% | +48.2% | -37.5% | -2.4% |
| 30D | -17.8% | +11.4% | -29.2% | -21.3% |
| 3M | +0.3% | +28.5% | -28.2% | -8.2% |
| 6M | +26.2% | +63.7% | -37.6% | +8.9% |
| YTD | -3.5% | +77.1% | -80.5% | -20.2% |
| 1Y | -6.8% | +79.3% | -86.2% | -23.3% |
| All | +770.5% | +323.8% | +446.8% | +409.9% |
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