-88.8%
PLUG vs FROG
+41.7%
-130.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +35.3% | -27.9% | -6.0% |
| 7D | +5.8% | +7.0% | -1.1% | +1.3% |
| 30D | -18.5% | +2.9% | -21.4% | -21.2% |
| 3M | -30.0% | +21.6% | -51.6% | -37.3% |
| 6M | -56.2% | +87.7% | -143.9% | -68.4% |
| YTD | -26.4% | +61.7% | -88.1% | -46.0% |
| 1Y | -42.2% | +113.7% | -155.9% | -63.7% |
| 3Y | -76.8% | +267.7% | -344.6% | -90.8% |
| 5Y | -96.2% | +158.8% | -255.0% | -98.3% |
| All | -88.8% | +41.7% | -130.5% | -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