-59.3%
PLUG vs FROG
+41.2%
-100.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -13.6% | +6.0% | -5.1% |
| 7D | -4.9% | -24.5% | +19.6% | -0.4% |
| 30D | -27.4% | -24.3% | -3.2% | -24.1% |
| 3M | -35.7% | -11.7% | -24.0% | -33.5% |
| 6M | -59.3% | +37.1% | -96.5% | -51.1% |
| All | -59.3% | +41.2% | -100.6% | -51.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling