+142.5%
PH vs FSLY
-11.3%
+153.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | 0.0% |
| 7D | -3.1% | -10.6% | +7.6% | -2.2% |
| 30D | -3.2% | -20.9% | +17.7% | -2.0% |
| 3M | +10.6% | +3.4% | +7.2% | +9.2% |
| 6M | -2.1% | +2.7% | -4.9% | -5.9% |
| YTD | +10.2% | +102.3% | -92.1% | -3.6% |
| 1Y | +28.2% | +182.1% | -153.8% | +5.1% |
| All | +142.5% | -11.3% | +153.8% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling