-2.5%
FSLY vs PEGA
+37.6%
-40.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +2.1% |
| 7D | -22.4% | -10.0% | -12.5% | -19.5% |
| 30D | -45.5% | -12.7% | -32.8% | -43.0% |
| 3M | -30.4% | -4.6% | -25.8% | -29.5% |
| 6M | -22.1% | -13.1% | -9.0% | -19.3% |
| YTD | +57.0% | -47.6% | +104.6% | +85.7% |
| 1Y | +38.2% | -47.0% | +85.3% | +62.8% |
| 3Y | -2.5% | +42.0% | -44.5% | +5.7% |
| All | -2.5% | +37.6% | -40.1% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling