-14.5%
PCG vs FSLY
-4.2%
-10.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.6% |
| 7D | -13.9% | -10.6% | -3.2% | -13.3% |
| 30D | -16.9% | -20.9% | +4.0% | -16.0% |
| 3M | -14.7% | +3.4% | -18.2% | -15.5% |
| 6M | -23.8% | +2.7% | -26.6% | -25.9% |
| YTD | -10.5% | +102.3% | -112.8% | -18.2% |
| 1Y | -5.1% | +182.1% | -187.2% | -16.2% |
| 3Y | -11.6% | -14.6% | +3.0% | -17.7% |
| 5Y | +59.0% | -55.9% | +114.9% | +48.2% |
| All | -14.5% | -4.2% | -10.3% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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