-50.2%
FSLY vs PFGC
+111.7%
-161.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.6% |
| 7D | +11.2% | -3.7% | +14.9% | +14.4% |
| 30D | -18.2% | -16.0% | -2.2% | -6.4% |
| 3M | +21.9% | -4.1% | +26.0% | +23.6% |
| 6M | +4.0% | +8.7% | -4.7% | -7.9% |
| YTD | +123.1% | +6.4% | +116.7% | +104.6% |
| 1Y | +196.9% | -8.4% | +205.2% | +205.5% |
| 3Y | -1.3% | +61.8% | -63.0% | -37.2% |
| 5Y | -50.2% | +108.7% | -158.9% | -74.4% |
| All | -50.2% | +111.7% | -161.9% | -74.4% |
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 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