-88.4%
PLUG vs FROG
+51.8%
-140.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.1% | -3.7% | +0.7% |
| 7D | +14.5% | +27.1% | -12.6% | +2.6% |
| 30D | -10.7% | +5.8% | -16.5% | -14.4% |
| 3M | -31.2% | +20.8% | -52.0% | -38.2% |
| 6M | -51.9% | +53.3% | -105.3% | -61.5% |
| YTD | -23.9% | +73.2% | -97.1% | -45.6% |
| 1Y | -43.4% | +80.3% | -123.7% | -60.6% |
| 3Y | -74.7% | +318.3% | -393.0% | -90.6% |
| 5Y | -96.3% | +179.9% | -276.2% | -98.4% |
| All | -88.4% | +51.8% | -140.2% | -94.4% |
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 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