+44.5%
FSLY vs PFG
+38.8%
+5.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | +11.8% | +0.1% | +11.6% | +11.7% |
| 30D | -36.5% | +5.0% | -41.5% | -35.8% |
| 3M | -39.7% | +0.1% | -39.8% | -39.1% |
| 6M | -9.7% | +13.8% | -23.5% | -8.0% |
| YTD | +68.9% | +31.2% | +37.6% | +71.9% |
| 1Y | +44.5% | +37.1% | +7.4% | +43.6% |
| All | +44.5% | +38.8% | +5.7% | +43.6% |
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