+182.1%
FSLY vs PFGC
-5.1%
+187.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.1% |
| 7D | -10.6% | -2.2% | -8.4% | -9.2% |
| 30D | -20.9% | -11.9% | -9.0% | -14.2% |
| 3M | +3.4% | +5.0% | -1.6% | -5.7% |
| 6M | +2.7% | +8.6% | -5.9% | -12.1% |
| YTD | +102.3% | +9.7% | +92.6% | +81.4% |
| 1Y | +182.1% | -6.3% | +188.3% | +166.6% |
| All | +182.1% | -5.1% | +187.2% | +166.6% |
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