-11.9%
FSLY vs PFG
+70.7%
-82.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.4% |
| 7D | -10.6% | +5.5% | -16.2% | -14.1% |
| 30D | -20.9% | +2.4% | -23.3% | -22.3% |
| 3M | +3.4% | +13.6% | -10.2% | -6.5% |
| 6M | +2.7% | +27.9% | -25.1% | -14.5% |
| YTD | +102.3% | +35.6% | +66.7% | +57.5% |
| 1Y | +182.1% | +48.5% | +133.6% | +102.2% |
| All | -11.9% | +70.7% | -82.7% | -54.6% |
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 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