-33.9%
FSLY vs PTC
+122.2%
-156.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.8% | +2.9% |
| 7D | -31.4% | -0.2% | -31.2% | -31.3% |
| 30D | -37.3% | +0.8% | -38.1% | -37.5% |
| 3M | -30.1% | +32.1% | -62.2% | -43.4% |
| 6M | -49.8% | +42.6% | -92.4% | -64.0% |
| YTD | +55.7% | +12.0% | +43.7% | +33.1% |
| 1Y | +44.5% | +12.2% | +32.3% | +23.6% |
| 3Y | -4.3% | +31.2% | -35.6% | -31.1% |
| 5Y | -68.2% | +54.9% | -123.1% | -78.9% |
| All | -33.9% | +122.2% | -156.1% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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