+0.6%
PFE vs FSLY
0.0%
+0.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -2.4% |
| 7D | -2.7% | +3.5% | -6.1% | -2.7% |
| 30D | +3.8% | -6.4% | +10.3% | +3.9% |
| 3M | +10.4% | +10.9% | -0.5% | +9.8% |
| 6M | +6.3% | +6.7% | -0.4% | +5.1% |
| YTD | +17.4% | +111.1% | -93.7% | +13.3% |
| 1Y | +21.1% | +185.8% | -164.6% | +15.6% |
| 3Y | -1.6% | -6.6% | +5.0% | -5.1% |
| 5Y | -22.2% | -52.4% | +30.2% | -25.9% |
| All | +0.6% | 0.0% | +0.6% | -16.4% |
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 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