-30.7%
FSLY vs PEG
+63.6%
-94.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.8% | -3.8% |
| 7D | +4.9% | +4.5% | +0.4% | +3.3% |
| 30D | -33.5% | +7.5% | -41.1% | -35.3% |
| 3M | -44.6% | +0.8% | -45.5% | -45.0% |
| 6M | -9.2% | 0.0% | -9.3% | -10.2% |
| YTD | +63.3% | -3.0% | +66.3% | +63.1% |
| 1Y | +45.3% | -4.7% | +50.0% | +46.2% |
| 3Y | +3.7% | +36.5% | -32.7% | -7.8% |
| 5Y | -67.2% | +44.4% | -111.5% | -71.5% |
| All | -30.7% | +63.6% | -94.3% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling