-3.2%
FSLY vs PPG
-17.7%
+14.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +1.1% |
| 7D | +7.5% | -5.1% | +12.7% | +10.5% |
| 30D | -21.1% | -9.6% | -11.5% | -16.5% |
| 3M | +21.8% | -6.4% | +28.2% | +24.4% |
| 6M | -0.1% | +0.5% | -0.6% | -3.6% |
| YTD | +123.1% | +4.4% | +118.6% | +103.7% |
| 1Y | +208.6% | -0.9% | +209.5% | +193.8% |
| All | -3.2% | -17.7% | +14.5% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling