+161.2%
PANW vs FSLY
+1.6%
+159.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.3% | -2.5% |
| 7D | -0.8% | +12.5% | -13.3% | -1.9% |
| 30D | -14.6% | -18.8% | +4.3% | -13.1% |
| 3M | +18.3% | +22.7% | -4.4% | +16.2% |
| 6M | +100.5% | -3.7% | +104.2% | +95.7% |
| YTD | +79.5% | +127.5% | -48.0% | +60.6% |
| 1Y | +66.7% | +193.5% | -126.8% | +43.1% |
| 3Y | +161.2% | -1.3% | +162.6% | +145.5% |
| All | +161.2% | +1.6% | +159.7% | +145.5% |
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