+1,025.6%
PLTR vs FSLY
-7.5%
+1,033.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -2.9% |
| 7D | -5.3% | +3.5% | -8.8% | -5.8% |
| 30D | -1.0% | -6.4% | +5.4% | -0.6% |
| 3M | +24.8% | +10.9% | +13.9% | +22.4% |
| 6M | +8.4% | +6.7% | +1.7% | +2.2% |
| YTD | -4.2% | +111.1% | -115.3% | -21.2% |
| 1Y | +9.1% | +185.8% | -176.7% | -19.4% |
| 3Y | +1,025.6% | -6.6% | +1,032.1% | +911.5% |
| All | +1,025.6% | -7.5% | +1,033.1% | +911.5% |
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