+6.3%
PFE vs FSLY
-26.3%
+32.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -1.7% |
| 7D | -3.7% | -31.4% | +27.7% | -3.0% |
| 30D | +5.0% | -37.3% | +42.3% | +5.8% |
| 3M | +12.2% | -30.1% | +42.3% | +12.6% |
| 6M | +14.6% | -49.8% | +64.4% | +15.5% |
| YTD | +24.1% | +55.7% | -31.6% | +20.2% |
| 1Y | +26.6% | +44.5% | -17.9% | +22.8% |
| 3Y | +14.3% | -4.3% | +18.7% | +9.8% |
| 5Y | -21.9% | -68.2% | +46.3% | -25.1% |
| All | +6.3% | -26.3% | +32.6% | -11.3% |
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