+251.3%
PDD vs FSLY
0.0%
+251.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.4% | -7.4% | -3.8% |
| 7D | -4.1% | +3.5% | -7.6% | -4.8% |
| 30D | -13.1% | -6.4% | -6.7% | -13.2% |
| 3M | -3.5% | +10.9% | -14.4% | -7.0% |
| 6M | -21.8% | +6.7% | -28.5% | -28.5% |
| YTD | -29.7% | +111.1% | -140.8% | -47.2% |
| 1Y | -36.2% | +185.8% | -222.0% | -56.5% |
| 3Y | -16.4% | -6.6% | -9.8% | -34.5% |
| 5Y | -23.8% | -52.4% | +28.5% | -39.3% |
| All | +251.3% | 0.0% | +251.4% | +138.1% |
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 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