-74.6%
PLUG vs FROG
+198.7%
-273.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.3% | +6.2% | +3.5% |
| 7D | -0.9% | -11.3% | +10.4% | +1.5% |
| 30D | +3.3% | +3.6% | -0.3% | +2.4% |
| 3M | -39.7% | +1.7% | -41.4% | -40.2% |
| 6M | -12.5% | +123.5% | -136.0% | -27.9% |
| YTD | +10.2% | +40.2% | -30.1% | -0.7% |
| 1Y | +50.7% | +81.0% | -30.3% | +25.9% |
| All | -74.6% | +198.7% | -273.3% | -84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling