+191.0%
PBF vs FSLY
+5.6%
+185.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.3% | +7.5% | -5.2% | +1.6% |
| 30D | +11.6% | -21.1% | +32.6% | +13.8% |
| 3M | +81.7% | +21.8% | +60.0% | +77.6% |
| 6M | +96.4% | -0.1% | +96.6% | +90.8% |
| YTD | +189.5% | +123.1% | +66.4% | +153.5% |
| 1Y | +180.7% | +208.6% | -27.8% | +134.1% |
| 3Y | +56.6% | -1.3% | +57.9% | +39.8% |
| 5Y | +802.0% | -48.4% | +850.3% | +713.9% |
| All | +191.0% | +5.6% | +185.4% | +94.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling