-33.9%
FSLY vs PENG
+329.2%
-363.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +12.4% | -9.3% | -1.6% |
| 7D | -31.4% | -19.4% | -12.0% | -25.0% |
| 30D | -37.3% | -42.4% | +5.1% | -22.6% |
| 3M | -30.1% | -25.6% | -4.5% | -22.8% |
| 6M | -49.8% | +7.3% | -57.1% | -54.8% |
| YTD | +55.7% | +113.9% | -58.2% | +4.5% |
| 1Y | +44.5% | +93.6% | -49.1% | +0.3% |
| 3Y | -4.3% | +170.2% | -174.6% | -48.6% |
| 5Y | -68.2% | +44.2% | -112.4% | -79.9% |
| All | -33.9% | +329.2% | -363.2% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling