+77.2%
PBF vs FSLY
+2.5%
+74.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.7% |
| 7D | +6.5% | +4.9% | +1.6% | +6.1% |
| 30D | -20.0% | -33.5% | +13.5% | -17.9% |
| 3M | -3.3% | -44.6% | +41.3% | 0.0% |
| 6M | +76.8% | -9.2% | +86.0% | +74.3% |
| YTD | +168.9% | +63.3% | +105.7% | +139.1% |
| 1Y | +96.4% | +45.3% | +51.1% | +77.6% |
| 3Y | +77.2% | +3.7% | +73.5% | +45.1% |
| All | +77.2% | +2.5% | +74.7% | +45.1% |
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