-55.6%
FSLY vs PTC
+6.0%
-61.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.0% | +3.5% | +1.9% |
| 7D | -10.6% | -10.3% | -0.4% | -3.3% |
| 30D | -20.9% | +1.1% | -22.0% | -22.3% |
| 3M | +3.4% | +1.6% | +1.8% | -1.0% |
| 6M | +2.7% | -13.5% | +16.2% | +8.5% |
| YTD | +102.3% | -19.1% | +121.3% | +125.2% |
| 1Y | +182.1% | -33.9% | +215.9% | +275.6% |
| 3Y | -14.6% | -3.9% | -10.7% | -29.8% |
| All | -55.6% | +6.0% | -61.6% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling