-5.3%
FSLY vs PFGC
+135.8%
-141.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | +7.5% | -4.8% | +12.4% | +9.3% |
| 30D | -21.1% | -17.2% | -3.9% | -15.8% |
| 3M | +21.8% | -6.3% | +28.1% | +23.8% |
| 6M | -0.1% | +8.8% | -9.0% | -4.7% |
| YTD | +123.1% | +4.9% | +118.2% | +117.5% |
| 1Y | +208.6% | -9.5% | +218.1% | +215.8% |
| 3Y | -1.3% | +59.6% | -60.9% | -15.3% |
| 5Y | -48.4% | +113.5% | -161.9% | -58.4% |
| All | -5.3% | +135.8% | -141.2% | -20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling