+180.7%
PBF vs FSLY
-4.2%
+184.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.1% |
| 7D | +4.3% | -10.6% | +14.9% | +5.3% |
| 30D | +22.0% | -20.9% | +42.9% | +24.2% |
| 3M | +74.5% | +3.4% | +71.1% | +73.1% |
| 6M | +67.7% | +2.7% | +64.9% | +62.3% |
| YTD | +179.2% | +102.3% | +76.9% | +146.8% |
| 1Y | +170.0% | +182.1% | -12.1% | +127.1% |
| 3Y | +66.4% | -14.6% | +80.9% | +50.6% |
| 5Y | +764.5% | -55.9% | +820.4% | +692.7% |
| All | +180.7% | -4.2% | +184.9% | +89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling