-1.0%
FSLY vs PENG
+191.8%
-192.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.4% |
| 7D | -22.9% | -16.1% | -6.8% | -18.0% |
| 30D | -44.6% | -41.5% | -3.1% | -34.8% |
| 3M | -41.5% | -19.1% | -22.4% | -37.5% |
| 6M | -20.8% | +0.9% | -21.7% | -24.8% |
| YTD | +59.5% | +128.2% | -68.7% | +14.8% |
| 1Y | +36.1% | +98.6% | -62.4% | +1.9% |
| 3Y | -1.0% | +188.2% | -189.2% | -57.0% |
| All | -1.0% | +191.8% | -192.7% | -57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling