+95.2%
FSLY vs PLTU
+154.0%
-58.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.0% | +6.5% | -1.2% |
| 7D | -10.6% | -13.6% | +2.9% | -8.8% |
| 30D | -20.9% | +16.7% | -37.6% | -22.8% |
| 3M | +3.4% | +29.6% | -26.1% | -3.0% |
| 6M | +2.7% | -0.1% | +2.8% | -2.2% |
| YTD | +102.3% | -31.5% | +133.8% | +102.5% |
| 1Y | +182.1% | -19.7% | +201.8% | +162.2% |
| All | +95.2% | +154.0% | -58.9% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTU.
Daily Out/Under-Performance
Portfolio return minus PLTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTU 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 PLTU 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