-10.4%
FSLY vs PEGA
+2.0%
-12.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.2% | +8.5% | +7.1% |
| 7D | +3.5% | -2.4% | +5.9% | +4.9% |
| 30D | -6.4% | +9.6% | -16.0% | -12.7% |
| 3M | +10.9% | +2.3% | +8.6% | +5.5% |
| 6M | +6.7% | -23.9% | +30.6% | +21.2% |
| YTD | +111.1% | -39.8% | +150.9% | +177.1% |
| 1Y | +185.8% | -37.4% | +223.2% | +257.6% |
| 3Y | -6.6% | +53.1% | -59.7% | -53.5% |
| 5Y | -52.4% | -47.2% | -5.2% | -36.9% |
| All | -10.4% | +2.0% | -12.5% | -27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling