+26.8%
PL vs FSLY
-77.2%
+104.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.1% | +7.3% | +9.6% |
| 7D | -6.8% | -31.4% | +24.6% | +2.4% |
| 30D | -29.3% | -37.3% | +8.0% | -20.8% |
| 3M | -44.8% | -30.1% | -14.6% | -41.7% |
| 6M | -68.4% | -49.8% | -18.6% | -64.5% |
| YTD | -36.4% | +55.7% | -92.1% | -54.0% |
| 1Y | +0.7% | +44.5% | -43.8% | -25.7% |
| 3Y | +455.3% | -4.3% | +459.7% | +300.6% |
| 5Y | +22.7% | -68.2% | +90.8% | -8.0% |
| All | +26.8% | -77.2% | +104.0% | -5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling