+164.3%
FSLY vs PPG
+38.5%
+125.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.1% | +0.1% |
| 7D | -22.2% | +7.5% | -29.6% | -22.0% |
| 30D | -19.1% | +20.9% | -40.0% | -19.2% |
| 3M | -15.7% | +8.7% | -24.4% | -15.2% |
| 6M | -23.5% | +23.8% | -47.3% | -24.0% |
| YTD | +106.6% | +26.5% | +80.1% | +117.3% |
| 1Y | +164.3% | +37.6% | +126.7% | +196.6% |
| All | +164.3% | +38.5% | +125.8% | +196.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling