+765.0%
PLTR vs FROG
+274.0%
+491.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +35.3% | -31.8% | -6.3% |
| 7D | -12.9% | +7.0% | -19.9% | -15.6% |
| 30D | -17.4% | +2.9% | -20.3% | -19.1% |
| 3M | +2.9% | +21.6% | -18.7% | -4.2% |
| 6M | +19.9% | +87.7% | -67.8% | -0.1% |
| YTD | -9.8% | +61.7% | -71.4% | -23.4% |
| 1Y | -8.4% | +113.7% | -122.0% | -28.1% |
| 3Y | +765.0% | +267.7% | +497.3% | +455.6% |
| All | +765.0% | +274.0% | +491.0% | +455.6% |
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