+119.0%
PLD vs FSLY
-4.2%
+123.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.5% |
| 7D | -2.4% | -10.6% | +8.2% | -1.6% |
| 30D | -2.4% | -20.9% | +18.5% | -1.2% |
| 3M | -3.8% | +3.4% | -7.2% | -4.8% |
| 6M | 0.0% | +2.7% | -2.7% | -3.2% |
| YTD | +9.2% | +102.3% | -93.0% | -2.3% |
| 1Y | +25.9% | +182.1% | -156.1% | +7.7% |
| 3Y | +21.3% | -14.6% | +35.9% | +11.1% |
| 5Y | +14.1% | -55.9% | +70.0% | +2.1% |
| All | +119.0% | -4.2% | +123.3% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling