+455.3%
PL vs FSLY
-9.9%
+465.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.1% | +7.3% | +9.7% |
| 7D | -6.8% | -31.4% | +24.6% | +0.7% |
| 30D | -29.3% | -37.3% | +8.0% | -22.3% |
| 3M | -44.8% | -30.1% | -14.6% | -42.1% |
| 6M | -68.4% | -49.8% | -18.6% | -65.1% |
| YTD | -36.4% | +55.7% | -92.1% | -50.0% |
| 1Y | +0.7% | +44.5% | -43.8% | -19.3% |
| 3Y | +455.3% | -4.3% | +459.7% | +280.5% |
| All | +455.3% | -9.9% | +465.2% | +280.5% |
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 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