-14.2%
FSLY vs PEG
+57.5%
-71.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -10.6% | +0.7% | -11.3% | -10.9% |
| 30D | -20.9% | -2.4% | -18.5% | -20.3% |
| 3M | +3.4% | -4.8% | +8.2% | +4.5% |
| 6M | +2.7% | -10.7% | +13.4% | +6.4% |
| YTD | +102.3% | -6.7% | +108.9% | +105.4% |
| 1Y | +182.1% | -6.8% | +188.9% | +187.3% |
| 3Y | -14.6% | +34.5% | -49.0% | -23.4% |
| 5Y | -55.9% | +35.8% | -91.7% | -61.0% |
| All | -14.2% | +57.5% | -71.7% | -27.2% |
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