-39.2%
PINS vs FSLY
+2.5%
-41.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.5% |
| 7D | +1.0% | +4.9% | -3.9% | +0.5% |
| 30D | -12.0% | -33.5% | +21.5% | -9.1% |
| 3M | -17.9% | -44.6% | +26.8% | -14.3% |
| 6M | -1.0% | -9.2% | +8.2% | -2.2% |
| YTD | -26.0% | +63.3% | -89.3% | -35.1% |
| 1Y | -28.5% | +45.3% | -73.7% | -36.1% |
| 3Y | -39.2% | +3.7% | -42.9% | -52.3% |
| All | -39.2% | +2.5% | -41.7% | -52.3% |
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