+1,735.1%
PLTR vs FSLY
-78.0%
+1,813.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.0% | -3.8% |
| 7D | -6.4% | -10.6% | +4.2% | -3.4% |
| 30D | +10.0% | -20.9% | +30.9% | +15.8% |
| 3M | +23.0% | +3.4% | +19.6% | +19.9% |
| 6M | +13.8% | +2.7% | +11.1% | +1.0% |
| YTD | -1.9% | +102.3% | -104.2% | -36.1% |
| 1Y | +11.6% | +182.1% | -170.4% | -39.5% |
| 3Y | +1,048.4% | -14.6% | +1,063.0% | +750.1% |
| 5Y | +554.4% | -55.9% | +610.3% | +420.6% |
| All | +1,735.1% | -78.0% | +1,813.1% | +1,592.7% |
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