+199.3%
PAAS vs FSLY
+2.5%
+196.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.4% |
| 7D | -8.9% | +4.9% | -13.8% | -9.1% |
| 30D | -11.4% | -33.5% | +22.1% | -10.1% |
| 3M | -20.4% | -44.6% | +24.2% | -18.9% |
| 6M | -40.7% | -9.2% | -31.5% | -41.0% |
| YTD | -26.9% | +63.3% | -90.2% | -31.4% |
| 1Y | -3.1% | +45.3% | -48.3% | -8.0% |
| 3Y | +199.3% | +3.7% | +195.5% | +153.3% |
| All | +199.3% | +2.5% | +196.7% | +153.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling