+287.2%
PAAS vs FSLY
-20.0%
+307.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.1% |
| 7D | -7.0% | +11.8% | -18.8% | -7.9% |
| 30D | -15.3% | -36.5% | +21.3% | -12.6% |
| 3M | -27.7% | -39.7% | +12.0% | -25.8% |
| 6M | -40.5% | -9.7% | -30.8% | -41.1% |
| YTD | -26.5% | +68.9% | -95.4% | -34.8% |
| 1Y | -0.8% | +44.5% | -45.2% | -10.6% |
| 3Y | +196.9% | +4.8% | +192.1% | +159.4% |
| 5Y | +49.2% | -66.0% | +115.2% | +36.1% |
| All | +287.2% | -20.0% | +307.3% | +209.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling