+182.1%
FSLY vs PEGA
-30.0%
+212.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -2.1% |
| 7D | -10.6% | +3.3% | -13.9% | -12.0% |
| 30D | -20.9% | +17.7% | -38.6% | -27.1% |
| 3M | +3.4% | +5.8% | -2.4% | +0.1% |
| 6M | +2.7% | -20.3% | +23.0% | +16.9% |
| YTD | +102.3% | -37.1% | +139.4% | +122.2% |
| 1Y | +182.1% | -30.2% | +212.3% | +184.5% |
| All | +182.1% | -30.0% | +212.1% | +184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling