-76.8%
PLUG vs FROG
+274.0%
-350.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +35.3% | -27.9% | +0.6% |
| 7D | +5.8% | +7.0% | -1.1% | +3.6% |
| 30D | -18.5% | +2.9% | -21.4% | -19.8% |
| 3M | -30.0% | +21.6% | -51.6% | -33.2% |
| 6M | -56.2% | +87.7% | -143.9% | -61.7% |
| YTD | -26.4% | +61.7% | -88.1% | -35.1% |
| 1Y | -42.2% | +113.7% | -155.9% | -52.4% |
| 3Y | -76.8% | +267.7% | -344.6% | -86.3% |
| All | -76.8% | +274.0% | -350.8% | -86.3% |
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