+164.3%
FSLY vs PFGC
+12.5%
+151.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +13.5% | -13.7% | -5.3% |
| 7D | -22.2% | +13.9% | -36.0% | -26.7% |
| 30D | -19.1% | +18.4% | -37.5% | -26.0% |
| 3M | -15.7% | -2.5% | -13.2% | -12.5% |
| 6M | -23.5% | +26.0% | -49.5% | -40.4% |
| YTD | +106.6% | +21.9% | +84.8% | +78.2% |
| 1Y | +164.3% | +13.4% | +150.9% | +134.8% |
| All | +164.3% | +12.5% | +151.8% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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