+169.1%
PBF vs FSLY
-20.0%
+189.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +4.3% | +11.8% | -7.5% | +3.3% |
| 30D | -21.8% | -36.5% | +14.7% | -19.1% |
| 3M | +1.7% | -39.7% | +41.5% | +4.7% |
| 6M | +69.8% | -9.7% | +79.5% | +67.6% |
| YTD | +167.7% | +68.9% | +98.9% | +136.8% |
| 1Y | +89.0% | +44.5% | +44.5% | +69.8% |
| 3Y | +78.8% | +4.8% | +74.0% | +56.7% |
| 5Y | +415.4% | -66.0% | +481.5% | +378.4% |
| All | +169.1% | -20.0% | +189.2% | +81.4% |
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