+15.3%
PL vs FSLY
+41.6%
-26.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.3% | -5.8% | -0.4% |
| 7D | +13.4% | -17.9% | +31.3% | +16.2% |
| 30D | -10.2% | -34.7% | +24.5% | -5.3% |
| 3M | -39.5% | -40.0% | +0.5% | -36.1% |
| 6M | -65.7% | -11.8% | -53.9% | -65.6% |
| YTD | -27.3% | +69.5% | -96.8% | -25.2% |
| All | +15.3% | +41.6% | -26.3% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling