+33.3%
PLD vs FSLY
-9.9%
+43.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.3% |
| 7D | -0.8% | -31.4% | +30.6% | +0.2% |
| 30D | -0.3% | -37.3% | +37.0% | +0.8% |
| 3M | -8.0% | -30.1% | +22.1% | -7.6% |
| 6M | -9.8% | -49.8% | +40.0% | -8.8% |
| YTD | +1.8% | +55.7% | -53.9% | -3.2% |
| 1Y | +5.6% | +44.5% | -38.9% | +0.8% |
| 3Y | +33.3% | -4.3% | +37.6% | +18.8% |
| All | +33.3% | -9.9% | +43.2% | +18.8% |
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