-96.5%
PLUG vs FROG
+160.8%
-257.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.1% |
| 3M | -30.0% | +21.6% | -51.6% | -37.2% |
| 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% | -64.0% |
| 3Y | -76.8% | +267.7% | -344.6% | -91.6% |
| All | -96.5% | +160.8% | -257.3% | -98.5% |
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