-33.4%
FSLY vs PENG
+369.0%
-402.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.3% | -8.4% | -2.7% |
| 7D | -22.4% | -3.8% | -18.6% | -20.9% |
| 30D | -45.5% | -40.1% | -5.4% | -34.0% |
| 3M | -30.4% | -21.8% | -8.6% | -24.8% |
| 6M | -22.1% | +3.3% | -25.4% | -28.8% |
| YTD | +57.0% | +133.6% | -76.7% | +1.7% |
| 1Y | +38.2% | +110.7% | -72.5% | -7.2% |
| 3Y | -2.5% | +204.3% | -206.8% | -50.1% |
| 5Y | -68.8% | +54.4% | -123.2% | -80.9% |
| All | -33.4% | +369.0% | -402.3% | -77.5% |
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