+7.3%
FSLY vs PFGC
+80.6%
-73.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.3% |
| 7D | +11.8% | +0.3% | +11.5% | +11.5% |
| 30D | -36.5% | +16.1% | -52.7% | -43.3% |
| 3M | -39.7% | +2.4% | -42.1% | -41.2% |
| 6M | -9.7% | +15.7% | -25.4% | -22.4% |
| YTD | +68.9% | +22.3% | +46.6% | +37.8% |
| 1Y | +44.5% | +13.9% | +30.6% | +24.3% |
| All | +7.3% | +80.6% | -73.3% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling