+250.9%
PAAS vs FSLY
-11.3%
+262.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -2.3% |
| 7D | -2.9% | -10.6% | +7.7% | -2.4% |
| 30D | +6.8% | -20.9% | +27.7% | +7.5% |
| 3M | -2.9% | +3.4% | -6.3% | -3.4% |
| 6M | -16.4% | +2.7% | -19.2% | -18.3% |
| YTD | 0.0% | +102.3% | -102.2% | -6.6% |
| 1Y | +54.3% | +182.1% | -127.7% | +37.0% |
| All | +250.9% | -11.3% | +262.2% | +206.5% |
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