+74.7%
PBR vs FSLY
+210.9%
-136.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -0.8% |
| 7D | +5.4% | +12.5% | -7.1% | +5.4% |
| 30D | +22.9% | -18.8% | +41.7% | +22.9% |
| 3M | +19.6% | +22.7% | -3.0% | +19.6% |
| 6M | +16.5% | -3.7% | +20.2% | +16.6% |
| YTD | +86.7% | +127.5% | -40.8% | +91.1% |
| 1Y | +74.7% | +193.5% | -118.8% | +78.6% |
| All | +74.7% | +210.9% | -136.2% | +78.6% |
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