-10.4%
FSLY vs PTC
+51.8%
-62.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -5.5% | +9.9% | +8.0% |
| 7D | +3.5% | -12.8% | +16.3% | +12.7% |
| 30D | -6.4% | -9.8% | +3.4% | -0.3% |
| 3M | +10.9% | -2.1% | +13.0% | +8.7% |
| 6M | +6.7% | -18.1% | +24.8% | +14.8% |
| YTD | +111.1% | -23.5% | +134.6% | +137.3% |
| 1Y | +185.8% | -37.4% | +223.1% | +268.6% |
| 3Y | -6.6% | -7.2% | +0.7% | -13.4% |
| 5Y | -52.4% | +2.7% | -55.1% | -57.9% |
| All | -10.4% | +51.8% | -62.2% | -44.9% |
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