+15.5%
PH vs FSLY
+38.2%
-22.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.9% |
| 7D | +2.1% | -22.9% | +25.1% | +2.3% |
| 30D | +0.3% | -44.6% | +44.8% | +0.6% |
| 3M | -8.8% | -41.5% | +32.7% | -8.6% |
| 6M | +10.0% | -20.8% | +30.9% | +10.2% |
| YTD | +10.5% | +59.5% | -49.0% | +12.9% |
| 1Y | +15.5% | +36.1% | -20.6% | +19.6% |
| All | +15.5% | +38.2% | -22.7% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling