-23.8%
PFE vs FSLY
-67.3%
+43.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.3% |
| 7D | -1.7% | +4.9% | -6.6% | -1.8% |
| 30D | +0.3% | -33.5% | +33.9% | +1.1% |
| 3M | +9.4% | -44.6% | +54.0% | +10.5% |
| 6M | +14.9% | -9.2% | +24.1% | +14.2% |
| YTD | +23.8% | +63.3% | -39.5% | +19.2% |
| 1Y | +19.5% | +45.3% | -25.8% | +15.5% |
| 3Y | +21.0% | +3.7% | +17.3% | +14.7% |
| All | -23.8% | -67.3% | +43.5% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling