-14.2%
FSLY vs PENG
+101.4%
-115.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.4% | -8.9% | -4.3% |
| 7D | -10.6% | +4.5% | -15.2% | -11.8% |
| 30D | -20.9% | -7.1% | -13.8% | -19.2% |
| 3M | +3.4% | -27.3% | +30.7% | +9.3% |
| 6M | +2.7% | +169.6% | -166.8% | -26.6% |
| YTD | +102.3% | +164.6% | -62.4% | +43.7% |
| 1Y | +182.1% | +109.5% | +72.6% | +110.9% |
| All | -14.2% | +101.4% | -115.6% | -43.1% |
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