+69.6%
PBR vs FSLY
+181.7%
-112.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.9% |
| 7D | +8.6% | -10.6% | +19.2% | +8.5% |
| 30D | +12.8% | -20.9% | +33.7% | +12.7% |
| 3M | +14.7% | +3.4% | +11.3% | +14.6% |
| 6M | +25.2% | +2.7% | +22.4% | +25.7% |
| YTD | +77.1% | +102.3% | -25.1% | +81.9% |
| 1Y | +69.6% | +182.1% | -112.5% | +76.1% |
| All | +69.6% | +181.7% | -112.1% | +76.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling