+164.3%
FSLY vs PFG
+46.8%
+117.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.5% |
| 7D | -22.2% | +4.9% | -27.1% | -22.4% |
| 30D | -19.1% | +5.7% | -24.8% | -19.3% |
| 3M | -15.7% | +2.6% | -18.3% | -15.7% |
| 6M | -23.5% | +19.8% | -43.3% | -24.4% |
| YTD | +106.6% | +36.3% | +70.3% | +93.1% |
| 1Y | +164.3% | +47.9% | +116.4% | +104.8% |
| All | +164.3% | +46.8% | +117.4% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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