+322.6%
PAAS vs FSLY
-26.3%
+348.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +1.2% |
| 7D | +8.4% | -31.4% | +39.8% | +11.3% |
| 30D | -7.2% | -37.3% | +30.1% | -4.2% |
| 3M | -14.0% | -30.1% | +16.1% | -12.9% |
| 6M | -26.8% | -49.8% | +23.0% | -24.7% |
| YTD | -19.8% | +55.7% | -75.5% | -28.3% |
| 1Y | +22.8% | +44.5% | -21.6% | +10.4% |
| 3Y | +183.6% | -4.3% | +188.0% | +149.7% |
| 5Y | +73.8% | -68.2% | +142.0% | +59.4% |
| All | +322.6% | -26.3% | +348.9% | +239.6% |
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