-66.5%
FSLY vs PFGC
+138.1%
-204.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -4.1% |
| 7D | +4.9% | +3.4% | +1.4% | +2.1% |
| 30D | -33.5% | +16.9% | -50.4% | -42.6% |
| 3M | -44.6% | +6.4% | -51.0% | -48.6% |
| 6M | -9.2% | +16.0% | -25.2% | -24.0% |
| YTD | +63.3% | +23.6% | +39.6% | +28.3% |
| 1Y | +45.3% | +16.6% | +28.7% | +19.8% |
| 3Y | +3.7% | +82.3% | -78.5% | -43.8% |
| All | -66.5% | +138.1% | -204.6% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling