+1,735.1%
PLTR vs FROG
+2.1%
+1,733.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.3% | -1.2% | -3.0% |
| 7D | -6.4% | -11.3% | +4.9% | -1.3% |
| 30D | +10.0% | +3.6% | +6.4% | +7.7% |
| 3M | +23.0% | +1.7% | +21.4% | +21.2% |
| 6M | +13.8% | +123.5% | -109.7% | -23.6% |
| YTD | -1.9% | +40.2% | -42.2% | -21.4% |
| 1Y | +11.6% | +81.0% | -69.3% | -23.2% |
| 3Y | +1,048.4% | +194.8% | +853.7% | +418.7% |
| 5Y | +554.4% | +131.8% | +422.6% | +207.9% |
| All | +1,735.1% | +2.1% | +1,733.0% | +909.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling