-3.3%
FSLY vs PTC
+30.0%
-33.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.8% | +3.0% |
| 7D | -31.4% | -0.2% | -31.2% | -31.4% |
| 30D | -37.3% | +0.8% | -38.1% | -37.4% |
| 3M | -30.1% | +32.1% | -62.2% | -35.1% |
| 6M | -49.8% | +42.6% | -92.4% | -55.9% |
| YTD | +55.7% | +12.0% | +43.7% | +56.2% |
| 1Y | +44.5% | +12.2% | +32.3% | +45.1% |
| All | -3.3% | +30.0% | -33.3% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling