-30.7%
FSLY vs PENG
+386.0%
-416.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.5% | +2.2% | -1.2% |
| 7D | +4.9% | +13.2% | -8.4% | -0.2% |
| 30D | -33.5% | -29.9% | -3.6% | -23.8% |
| 3M | -44.6% | -22.2% | -22.4% | -39.9% |
| 6M | -9.2% | -1.9% | -7.3% | -15.1% |
| YTD | +63.3% | +142.1% | -78.9% | +4.3% |
| 1Y | +45.3% | +151.5% | -106.2% | -8.8% |
| 3Y | +3.7% | +206.9% | -203.2% | -47.0% |
| 5Y | -67.2% | +58.2% | -125.4% | -80.1% |
| All | -30.7% | +386.0% | -416.7% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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