-97.3%
PLUG vs FROG
+207.6%
-305.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +2.7% | -13.2% | -11.5% |
| 7D | -23.4% | +12.5% | -35.9% | -26.9% |
| 30D | -23.4% | +23.5% | -47.0% | -31.0% |
| 3M | -51.7% | +19.4% | -71.1% | -56.3% |
| 6M | -72.0% | +77.0% | -149.0% | -78.8% |
| YTD | -43.7% | +81.9% | -125.5% | -60.5% |
| 1Y | -55.4% | +90.7% | -146.1% | -69.6% |
| 3Y | -68.0% | +328.5% | -396.5% | -89.2% |
| All | -97.3% | +207.6% | -305.0% | -98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling