-38.7%
PINS vs FSLY
-9.9%
-28.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.1% | -7.2% | -4.5% |
| 7D | -2.1% | -31.4% | +29.4% | +1.1% |
| 30D | -6.6% | -37.3% | +30.7% | -3.1% |
| 3M | -18.7% | -30.1% | +11.4% | -17.2% |
| 6M | -10.4% | -49.8% | +39.4% | -7.3% |
| YTD | -26.8% | +55.7% | -82.5% | -35.4% |
| 1Y | -27.9% | +44.5% | -72.3% | -35.7% |
| 3Y | -38.7% | -4.3% | -34.3% | -51.3% |
| All | -38.7% | -9.9% | -28.8% | -51.3% |
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