+44.5%
FSLY vs PENG
+88.9%
-44.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +12.4% | -9.3% | -1.1% |
| 7D | -31.4% | -19.4% | -12.0% | -25.8% |
| 30D | -37.3% | -42.4% | +5.1% | -26.0% |
| 3M | -30.1% | -25.6% | -4.5% | -23.1% |
| 6M | -49.8% | +7.3% | -57.1% | -52.0% |
| YTD | +55.7% | +113.9% | -58.2% | +14.8% |
| 1Y | +44.5% | +93.6% | -49.1% | +9.6% |
| All | +44.5% | +88.9% | -44.4% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling