+39.5%
PL vs FSLY
-68.1%
+107.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.2% |
| 7D | +5.6% | -22.9% | +28.5% | +13.0% |
| 30D | -16.9% | -44.6% | +27.6% | -2.7% |
| 3M | -38.2% | -41.5% | +3.3% | -30.5% |
| 6M | -63.4% | -20.8% | -42.6% | -63.0% |
| YTD | -27.6% | +59.5% | -87.2% | -49.7% |
| 1Y | +6.6% | +36.1% | -29.6% | -21.9% |
| 3Y | +557.6% | -1.0% | +558.6% | +352.3% |
| 5Y | +39.5% | -66.9% | +106.4% | +35.5% |
| All | +39.5% | -68.1% | +107.6% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling