-0.6%
PEP vs FSLY
+205.2%
-205.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.7% | -6.9% | -1.1% |
| 7D | -1.7% | +11.2% | -12.8% | -1.4% |
| 30D | +0.3% | -18.2% | +18.5% | -0.2% |
| 3M | -3.2% | +21.9% | -25.1% | -2.4% |
| 6M | -13.6% | +4.0% | -17.6% | -12.4% |
| YTD | -1.9% | +123.1% | -124.9% | +2.5% |
| 1Y | -0.6% | +196.9% | -197.5% | +5.4% |
| All | -0.6% | +205.2% | -205.9% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling