-32.3%
FSLY vs PTC
+123.8%
-156.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | -22.9% | +1.3% | -24.2% | -23.4% |
| 30D | -44.6% | +1.1% | -45.7% | -44.9% |
| 3M | -41.5% | +30.1% | -71.6% | -52.2% |
| 6M | -20.8% | +34.0% | -54.8% | -38.2% |
| YTD | +59.5% | +12.8% | +46.7% | +35.7% |
| 1Y | +36.1% | +10.7% | +25.4% | +17.6% |
| 3Y | -1.0% | +29.6% | -30.6% | -27.9% |
| 5Y | -66.9% | +63.5% | -130.5% | -78.8% |
| All | -32.3% | +123.8% | -156.1% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling