+549.7%
PH vs FSLY
-4.2%
+554.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | 0.0% |
| 7D | -3.1% | -10.6% | +7.6% | -2.1% |
| 30D | -3.2% | -20.9% | +17.7% | -1.8% |
| 3M | +10.6% | +3.4% | +7.2% | +9.1% |
| 6M | -2.1% | +2.7% | -4.9% | -6.0% |
| YTD | +10.2% | +102.3% | -92.1% | -3.8% |
| 1Y | +28.2% | +182.1% | -153.8% | +6.7% |
| 3Y | +134.9% | -14.6% | +149.4% | +110.4% |
| 5Y | +253.6% | -55.9% | +309.5% | +212.2% |
| All | +549.7% | -4.2% | +554.0% | +327.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling