+188.8%
PBF vs FSLY
+5.6%
+183.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -0.9% |
| 7D | +1.4% | +11.2% | -9.8% | +0.3% |
| 30D | +15.8% | -18.2% | +34.0% | +17.8% |
| 3M | +90.3% | +21.9% | +68.4% | +86.0% |
| 6M | +102.8% | +4.0% | +98.8% | +96.3% |
| YTD | +187.3% | +123.1% | +64.2% | +151.6% |
| 1Y | +161.8% | +196.9% | -35.0% | +119.4% |
| 3Y | +55.5% | -1.3% | +56.7% | +38.8% |
| 5Y | +801.9% | -50.2% | +852.1% | +717.1% |
| All | +188.8% | +5.6% | +183.2% | +92.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling