-5.3%
FSLY vs PEGA
-0.2%
-5.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.8% | +7.1% |
| 7D | +11.2% | -6.1% | +17.3% | +15.5% |
| 30D | -18.2% | +6.4% | -24.6% | -22.3% |
| 3M | +21.9% | +2.9% | +19.0% | +15.3% |
| 6M | +4.0% | -23.8% | +27.9% | +18.1% |
| YTD | +123.1% | -41.1% | +164.1% | +196.7% |
| 1Y | +196.9% | -38.2% | +235.1% | +274.2% |
| 3Y | -1.3% | +49.8% | -51.1% | -50.2% |
| 5Y | -50.2% | -48.0% | -2.2% | -33.6% |
| All | -5.3% | -0.2% | -5.2% | -22.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling