+37.8%
PEP vs FSLY
-20.0%
+57.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -0.3% | +11.8% | -12.1% | -0.5% |
| 30D | +11.8% | -36.5% | +48.3% | +12.5% |
| 3M | +3.7% | -39.7% | +43.4% | +4.3% |
| 6M | -4.3% | -9.7% | +5.4% | -4.8% |
| YTD | +2.1% | +68.9% | -66.7% | -1.5% |
| 1Y | +2.5% | +44.5% | -41.9% | -0.7% |
| 3Y | -5.0% | +4.8% | -9.8% | -8.8% |
| 5Y | +2.9% | -66.0% | +68.9% | +1.4% |
| All | +37.8% | -20.0% | +57.8% | +8.1% |
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