-89.6%
PLUG vs FROG
+4.7%
-94.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -13.6% | +6.0% | -2.2% |
| 7D | -4.9% | -24.5% | +19.6% | +5.9% |
| 30D | -27.4% | -24.3% | -3.2% | -19.6% |
| 3M | -35.7% | -11.7% | -24.0% | -33.7% |
| 6M | -59.3% | +37.1% | -96.5% | -66.3% |
| YTD | -31.5% | +19.5% | -50.9% | -42.5% |
| 1Y | -48.9% | +61.8% | -110.7% | -63.7% |
| 3Y | -79.6% | +178.1% | -257.7% | -90.9% |
| 5Y | -96.5% | +91.2% | -187.7% | -98.2% |
| All | -89.6% | +4.7% | -94.3% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling