-14.2%
FSLY vs PFG
+183.0%
-197.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.7% |
| 7D | -10.6% | +5.5% | -16.2% | -13.2% |
| 30D | -20.9% | +2.4% | -23.3% | -21.9% |
| 3M | +3.4% | +13.6% | -10.2% | -3.6% |
| 6M | +2.7% | +27.9% | -25.1% | -9.6% |
| YTD | +102.3% | +35.6% | +66.7% | +70.9% |
| 1Y | +182.1% | +48.5% | +133.6% | +127.4% |
| 3Y | -14.6% | +66.9% | -81.4% | -35.1% |
| 5Y | -55.9% | +111.0% | -166.9% | -68.3% |
| All | -14.2% | +183.0% | -197.2% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling