-6.6%
FSLY vs PEG
+34.5%
-41.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.6% | +4.1% |
| 7D | +3.5% | +1.0% | +2.4% | +3.0% |
| 30D | -6.4% | -1.9% | -4.5% | -5.8% |
| 3M | +10.9% | -3.7% | +14.6% | +11.8% |
| 6M | +6.7% | -9.4% | +16.1% | +10.9% |
| YTD | +111.1% | -6.0% | +117.1% | +113.3% |
| 1Y | +185.8% | -4.4% | +190.1% | +187.0% |
| 3Y | -6.6% | +33.5% | -40.1% | -19.7% |
| All | -6.6% | +34.5% | -41.0% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling