-1.0%
FSLY vs PFG
+86.4%
-87.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.3% |
| 7D | -22.9% | +3.0% | -25.9% | -23.7% |
| 30D | -44.6% | +8.2% | -52.7% | -46.9% |
| 3M | -41.5% | +2.7% | -44.2% | -42.3% |
| 6M | -20.8% | +17.2% | -38.0% | -29.4% |
| YTD | +59.5% | +34.8% | +24.8% | +27.1% |
| 1Y | +36.1% | +43.6% | -7.4% | +2.3% |
| 3Y | -1.0% | +85.4% | -86.4% | -51.7% |
| All | -1.0% | +86.4% | -87.4% | -51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling