+440.3%
PBR vs FSLY
0.0%
+440.4%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -0.8% | +3.3% |
| 7D | +2.5% | +3.5% | -1.0% | +2.3% |
| 30D | +19.4% | -6.4% | +25.8% | +19.4% |
| 3M | +20.8% | +10.9% | +9.9% | +19.4% |
| 6M | +23.5% | +6.7% | +16.8% | +20.2% |
| YTD | +83.4% | +111.1% | -27.7% | +68.3% |
| 1Y | +77.6% | +185.8% | -108.2% | +58.1% |
| 3Y | +99.9% | -6.6% | +106.4% | +86.0% |
| 5Y | +567.7% | -52.4% | +620.1% | +534.3% |
| All | +440.3% | 0.0% | +440.4% | +259.6% |
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 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