+449.9%
PBR vs FSLY
+7.7%
+442.2%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.0% |
| 7D | +5.4% | +12.5% | -7.1% | +4.6% |
| 30D | +22.9% | -18.8% | +41.7% | +24.1% |
| 3M | +19.6% | +22.7% | -3.0% | +17.5% |
| 6M | +16.5% | -3.7% | +20.2% | +14.2% |
| YTD | +86.7% | +127.5% | -40.8% | +70.5% |
| 1Y | +74.7% | +193.5% | -118.8% | +55.5% |
| 3Y | +102.6% | -1.3% | +103.9% | +88.0% |
| 5Y | +566.6% | -47.3% | +613.9% | +528.5% |
| All | +449.9% | +7.7% | +442.2% | +264.4% |
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