-83.2%
PLUG vs FROG
+22.9%
-106.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.3% | +6.2% | +4.1% |
| 7D | -0.9% | -11.3% | +10.4% | +3.7% |
| 30D | +3.3% | +3.6% | -0.3% | +1.2% |
| 3M | -39.7% | +1.7% | -41.4% | -40.9% |
| 6M | -12.5% | +123.5% | -136.0% | -40.9% |
| YTD | +10.2% | +40.2% | -30.1% | -12.3% |
| 1Y | +50.7% | +81.0% | -30.3% | +4.0% |
| 3Y | -74.5% | +194.8% | -269.3% | -88.5% |
| 5Y | -91.8% | +131.8% | -223.6% | -96.2% |
| All | -83.2% | +22.9% | -106.1% | -90.9% |
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 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