-28.3%
FSLY vs PFGC
+174.8%
-203.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | +11.8% | +0.3% | +11.5% | +11.6% |
| 30D | -36.5% | +16.1% | -52.7% | -40.3% |
| 3M | -39.7% | +2.4% | -42.1% | -40.9% |
| 6M | -9.7% | +15.7% | -25.4% | -15.8% |
| YTD | +68.9% | +22.3% | +46.6% | +54.5% |
| 1Y | +44.5% | +13.9% | +30.6% | +35.4% |
| 3Y | +4.8% | +80.3% | -75.5% | -15.0% |
| 5Y | -66.0% | +136.1% | -202.2% | -74.0% |
| All | -28.3% | +174.8% | -203.2% | -43.4% |
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