-5.3%
FSLY vs PEG
+56.3%
-61.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +7.5% | -0.9% | +8.4% | +7.9% |
| 30D | -21.1% | -2.8% | -18.3% | -20.4% |
| 3M | +21.8% | -6.9% | +28.7% | +24.4% |
| 6M | -0.1% | -11.4% | +11.3% | +3.6% |
| YTD | +123.1% | -7.4% | +130.5% | +127.1% |
| 1Y | +208.6% | -8.3% | +216.8% | +216.2% |
| 3Y | -1.3% | +31.5% | -32.8% | -10.8% |
| 5Y | -48.4% | +38.0% | -86.3% | -54.5% |
| All | -5.3% | +56.3% | -61.6% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling