+33.3%
PEP vs FSLY
-4.2%
+37.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | -0.6% |
| 7D | -1.4% | -10.6% | +9.2% | -1.2% |
| 30D | +0.2% | -20.9% | +21.1% | +0.6% |
| 3M | -1.1% | +3.4% | -4.5% | -1.4% |
| 6M | -13.5% | +2.7% | -16.2% | -14.4% |
| YTD | -1.2% | +102.3% | -103.4% | -4.7% |
| 1Y | -1.6% | +182.1% | -183.6% | -6.5% |
| 3Y | -12.5% | -14.6% | +2.0% | -14.7% |
| 5Y | +3.0% | -55.9% | +58.9% | +0.9% |
| All | +33.3% | -4.2% | +37.5% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling