+34.1%
PEP vs FSLY
0.0%
+34.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | +0.5% |
| 7D | +0.1% | +3.5% | -3.4% | 0.0% |
| 30D | +0.7% | -6.4% | +7.1% | +0.7% |
| 3M | -0.5% | +10.9% | -11.4% | -1.0% |
| 6M | -11.3% | +6.7% | -18.0% | -12.3% |
| YTD | -0.6% | +111.1% | -111.7% | -4.2% |
| 1Y | +1.7% | +185.8% | -184.1% | -3.5% |
| 3Y | -12.5% | -6.6% | -5.9% | -14.9% |
| 5Y | +3.9% | -52.4% | +56.3% | +1.5% |
| All | +34.1% | 0.0% | +34.1% | +5.1% |
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