+62.6%
PG vs FSLY
+7.7%
+54.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.6% |
| 7D | -0.8% | +12.5% | -13.3% | -1.0% |
| 30D | +0.8% | -18.8% | +19.6% | +1.1% |
| 3M | -1.3% | +22.7% | -24.0% | -1.7% |
| 6M | -3.8% | -3.7% | -0.1% | -4.2% |
| YTD | +3.6% | +127.5% | -123.9% | +1.1% |
| 1Y | -5.7% | +193.5% | -199.3% | -8.8% |
| 3Y | +1.6% | -1.3% | +2.9% | -0.2% |
| 5Y | +14.6% | -47.3% | +61.9% | +12.1% |
| All | +62.6% | +7.7% | +54.8% | +36.6% |
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 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