-55.4%
PLUG vs FROG
+85.3%
-140.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +2.7% | -13.2% | -11.0% |
| 7D | -23.4% | +12.5% | -35.9% | -25.1% |
| 30D | -23.4% | +23.5% | -47.0% | -27.0% |
| 3M | -51.7% | +19.4% | -71.1% | -53.8% |
| 6M | -72.0% | +77.0% | -149.0% | -73.9% |
| YTD | -43.7% | +81.9% | -125.5% | -50.8% |
| 1Y | -55.4% | +90.7% | -146.1% | -61.4% |
| All | -55.4% | +85.3% | -140.7% | -61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling