-3.5%
FSLY vs PPG
+8.8%
-12.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.7% |
| 7D | +12.5% | -6.2% | +18.7% | +16.6% |
| 30D | -18.8% | -7.9% | -10.9% | -14.9% |
| 3M | +22.7% | -10.2% | +32.9% | +29.1% |
| 6M | -3.7% | +2.7% | -6.4% | -7.1% |
| YTD | +127.5% | +4.9% | +122.6% | +113.0% |
| 1Y | +193.5% | -3.2% | +196.7% | +188.1% |
| 3Y | -1.3% | -17.0% | +15.7% | +6.0% |
| 5Y | -47.3% | -23.3% | -24.0% | -42.6% |
| All | -3.5% | +8.8% | -12.3% | -12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling