+163.2%
PBF vs FSLY
-19.7%
+183.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +6.3% | -0.5% | +5.2% |
| 7D | -4.0% | -17.9% | +14.0% | -2.6% |
| 30D | -18.0% | -34.7% | +16.7% | -15.4% |
| 3M | +0.9% | -40.0% | +40.9% | +3.9% |
| 6M | +65.7% | -11.8% | +77.6% | +63.9% |
| YTD | +161.9% | +69.5% | +92.3% | +131.5% |
| 1Y | +77.8% | +44.0% | +33.8% | +59.8% |
| 3Y | +74.9% | +5.2% | +69.6% | +53.2% |
| 5Y | +423.4% | -65.6% | +489.0% | +385.2% |
| All | +163.2% | -19.7% | +183.0% | +77.4% |
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