+182.1%
FSLY vs PPG
+5.2%
+176.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.8% |
| 7D | -10.6% | -1.5% | -9.2% | -10.4% |
| 30D | -20.9% | -5.0% | -15.9% | -20.4% |
| 3M | +3.4% | +1.1% | +2.3% | +2.2% |
| 6M | +2.7% | -3.2% | +5.9% | -1.8% |
| YTD | +102.3% | +11.9% | +90.4% | +94.9% |
| 1Y | +182.1% | +5.3% | +176.7% | +197.5% |
| All | +182.1% | +5.2% | +176.9% | +197.5% |
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