-52.4%
FSLY vs PFG
+110.7%
-163.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +5.6% |
| 7D | +3.5% | +6.0% | -2.5% | -2.1% |
| 30D | -6.4% | +2.2% | -8.6% | -8.3% |
| 3M | +10.9% | +10.4% | +0.5% | +0.7% |
| 6M | +6.7% | +27.8% | -21.1% | -14.9% |
| YTD | +111.1% | +33.6% | +77.5% | +58.1% |
| 1Y | +185.8% | +49.3% | +136.5% | +92.1% |
| 3Y | -6.6% | +69.7% | -76.3% | -46.9% |
| 5Y | -52.4% | +111.3% | -163.7% | -77.1% |
| All | -52.4% | +110.7% | -163.1% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling