+39.5%
PL vs FSLY
-76.1%
+115.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.2% |
| 7D | +10.0% | +4.9% | +5.2% | +8.6% |
| 30D | -2.3% | -33.5% | +31.3% | +8.1% |
| 3M | -44.2% | -44.6% | +0.4% | -36.7% |
| 6M | -66.1% | -9.2% | -56.9% | -66.9% |
| YTD | -30.0% | +63.3% | -93.2% | -50.0% |
| 1Y | +21.0% | +45.3% | -24.2% | -10.7% |
| 3Y | +516.5% | +3.7% | +512.8% | +334.0% |
| 5Y | +32.0% | -67.2% | +99.2% | -2.3% |
| All | +39.5% | -76.1% | +115.6% | +2.7% |
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