+44.0%
FSLY vs PFG
+41.5%
+2.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +6.4% |
| 7D | -17.9% | -2.2% | -15.7% | -17.4% |
| 30D | -34.7% | +6.4% | -41.0% | -34.1% |
| 3M | -40.0% | +2.2% | -42.3% | -39.5% |
| 6M | -11.8% | +16.3% | -28.1% | -10.3% |
| YTD | +69.5% | +33.2% | +36.3% | +72.5% |
| 1Y | +44.0% | +40.6% | +3.3% | +41.9% |
| All | +44.0% | +41.5% | +2.4% | +41.9% |
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