+65.3%
PBF vs FSLY
-1.2%
+66.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.6% | -6.9% | -5.4% |
| 7D | -15.3% | -22.9% | +7.6% | -13.7% |
| 30D | -21.8% | -44.6% | +22.8% | -18.6% |
| 3M | -0.2% | -41.5% | +41.3% | +2.7% |
| 6M | +63.6% | -20.8% | +84.4% | +63.0% |
| YTD | +147.5% | +59.5% | +88.0% | +120.6% |
| 1Y | +69.8% | +36.1% | +33.7% | +55.1% |
| 3Y | +65.3% | -1.0% | +66.3% | +36.9% |
| All | +65.3% | -1.2% | +66.5% | +36.9% |
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