+120.8%
PLD vs FSLY
0.0%
+120.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.5% | +0.5% |
| 7D | -0.9% | +3.5% | -4.3% | -1.1% |
| 30D | -1.2% | -6.4% | +5.2% | -1.1% |
| 3M | -2.3% | +10.9% | -13.2% | -3.8% |
| 6M | +4.5% | +6.7% | -2.2% | +0.8% |
| YTD | +10.1% | +111.1% | -101.0% | -1.8% |
| 1Y | +25.9% | +185.8% | -159.9% | +7.7% |
| 3Y | +24.4% | -6.6% | +31.0% | +13.1% |
| 5Y | +15.5% | -52.4% | +67.8% | +2.7% |
| All | +120.8% | 0.0% | +120.9% | +53.5% |
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 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