+499.6%
PLTR vs FROG
+160.8%
+338.8%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +35.3% | -31.8% | -12.1% |
| 7D | -12.9% | +7.0% | -19.9% | -17.7% |
| 30D | -17.4% | +2.9% | -20.3% | -20.7% |
| 3M | +2.9% | +21.6% | -18.7% | -9.5% |
| 6M | +19.9% | +87.7% | -67.8% | -15.3% |
| YTD | -9.8% | +61.7% | -71.4% | -34.7% |
| 1Y | -8.4% | +113.7% | -122.0% | -44.0% |
| 3Y | +765.0% | +267.7% | +497.3% | +209.9% |
| All | +499.6% | +160.8% | +338.8% | +124.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling