+265.8%
PDD vs FSLY
-26.3%
+292.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.6% |
| 7D | +5.6% | -31.4% | +37.1% | +11.3% |
| 30D | +5.8% | -37.3% | +43.1% | +12.4% |
| 3M | -8.6% | -30.1% | +21.5% | -6.7% |
| 6M | -18.8% | -49.8% | +30.9% | -14.6% |
| YTD | -26.8% | +55.7% | -82.5% | -43.6% |
| 1Y | -39.3% | +44.5% | -83.8% | -52.7% |
| 3Y | -22.5% | -4.3% | -18.2% | -42.8% |
| 5Y | -0.8% | -68.2% | +67.4% | -17.2% |
| All | +265.8% | -26.3% | +292.0% | +154.0% |
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