+2.7%
FSLY vs PEGA
-16.7%
+19.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -2.3% |
| 7D | -10.6% | +3.3% | -13.9% | -11.2% |
| 30D | -20.9% | +17.7% | -38.6% | -23.8% |
| 3M | +3.4% | +5.8% | -2.4% | +2.2% |
| 6M | +2.7% | -20.3% | +23.0% | +9.6% |
| All | +2.7% | -16.7% | +19.4% | +9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling