-74.6%
PLUG vs FSLY
-13.5%
-61.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.4% | +3.3% |
| 7D | -0.9% | -10.6% | +9.7% | +1.1% |
| 30D | +3.3% | -20.9% | +24.2% | +6.8% |
| 3M | -39.7% | +3.4% | -43.1% | -40.8% |
| 6M | -12.5% | +2.7% | -15.2% | -18.6% |
| YTD | +10.2% | +102.3% | -92.1% | -16.4% |
| 1Y | +50.7% | +182.1% | -131.4% | -2.7% |
| All | -74.6% | -13.5% | -61.2% | -79.9% |
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