-66.5%
FSLY vs PENG
+56.5%
-123.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.5% | +2.2% | -1.2% |
| 7D | +4.9% | +13.2% | -8.4% | -0.4% |
| 30D | -33.5% | -29.9% | -3.6% | -23.6% |
| 3M | -44.6% | -22.2% | -22.4% | -39.8% |
| 6M | -9.2% | -1.9% | -7.3% | -15.7% |
| YTD | +63.3% | +142.1% | -78.9% | +0.8% |
| 1Y | +45.3% | +151.5% | -106.2% | -12.0% |
| 3Y | +3.7% | +206.9% | -203.2% | -52.1% |
| All | -66.5% | +56.5% | -123.0% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling