-10.4%
FSLY vs PPG
+13.2%
-23.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +6.9% | +5.8% |
| 7D | +3.5% | 0.0% | +3.4% | +3.3% |
| 30D | -6.4% | -7.8% | +1.4% | -2.2% |
| 3M | +10.9% | -2.2% | +13.1% | +10.8% |
| 6M | +6.7% | +4.1% | +2.6% | +2.2% |
| YTD | +111.1% | +9.1% | +102.0% | +93.4% |
| 1Y | +185.8% | +1.0% | +184.8% | +174.1% |
| 3Y | -6.6% | -13.3% | +6.7% | -2.1% |
| 5Y | -52.4% | -19.2% | -33.2% | -49.4% |
| All | -10.4% | +13.2% | -23.6% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling