Palace Pier is out of the unraced Beach Frolic (Nayef), a half-sister to Bonfire (Manduro), winner of the Gr.2 Dante S., and to Joviality (Cape Cross), who won the Gr.2 Windsor Forest S. and the Gr.3 Musidora S. and was third in the Grade 1 Beverly D.

Second dam Night Frolic (Night Shift).

Third dam Miss d'Ouilly (Bikala) is a half-sister to Miss Satamixa (Linamix), winner of the Gr.1 Prix Jacques le Marois. Miss Satamixa produced Miss Caerleona (Caerleon), winner of the Grade 3 Cardinal H.

Miss Caerleona is the dam of Karen's Caper (War Chant), who won the Gr.3 Nell Gwyn S., the Grade 3 Noble Damsel Breeders' Cup H. and the Grade 3 Eatontown S., was second in the Grade 1 Queen Elizabeth II Challenge Cup and the Gr.1 Coronation S., and later produced Kinglet (Kingmambo), winner of the Gr.3 UAE 2000 Guineas, and King's Caper (New Approach), second in the Gr.2 Derby Italiano. Miss Caerleona also bred Miss Coronado (Coronado's Quest), winner of the Grade 2 Davona Dale H. and dam of the stakes winner Arethusa (A.P. Indy), third in the Grade 1 Las Virgenes S. This is also the family of Blue Bunting (Dynaformer), winner of the Gr.1 1000 Guineas and the Gr.1 Irish Oaks, and of the top-level performers Girl Daddy (Uncle Mo) and Comicas (Distorted Humor).

Beach Frolic has a 2-year-old colt, Highland Frolic (Highland Reel), and a yearling colt by Almanzor.