-14.2%
FSLY vs PFGC
+146.5%
-160.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | -10.6% | -2.2% | -8.4% | -9.9% |
| 30D | -20.9% | -11.9% | -9.0% | -17.5% |
| 3M | +3.4% | +5.0% | -1.6% | +0.9% |
| 6M | +2.7% | +8.6% | -5.9% | -1.8% |
| YTD | +102.3% | +9.7% | +92.6% | +94.3% |
| 1Y | +182.1% | -6.3% | +188.3% | +185.3% |
| 3Y | -14.6% | +58.2% | -72.8% | -26.7% |
| 5Y | -55.9% | +110.4% | -166.3% | -64.6% |
| All | -14.2% | +146.5% | -160.7% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling