-23.6%
PINS vs FSLY
-4.2%
-19.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.4% | -1.6% |
| 7D | -12.0% | -10.6% | -1.4% | -9.9% |
| 30D | -12.7% | -20.9% | +8.2% | -9.4% |
| 3M | -5.5% | +3.4% | -8.9% | -8.1% |
| 6M | +5.3% | +2.7% | +2.5% | -4.3% |
| YTD | -21.2% | +102.3% | -123.5% | -43.9% |
| 1Y | -45.0% | +182.1% | -227.1% | -65.3% |
| 3Y | -26.2% | -14.6% | -11.7% | -43.0% |
| 5Y | -64.0% | -55.9% | -8.1% | -71.4% |
| All | -23.6% | -4.2% | -19.4% | -57.3% |
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 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