-60.8%
PLUG vs FSLY
+6.5%
-67.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.3% | -7.0% | -1.8% |
| 7D | -6.8% | -17.9% | +11.1% | -4.2% |
| 30D | -16.0% | -34.7% | +18.6% | -10.5% |
| 3M | -38.7% | -40.0% | +1.3% | -34.7% |
| 6M | -61.4% | -11.8% | -49.5% | -61.8% |
| YTD | -31.0% | +69.5% | -100.5% | -45.7% |
| 1Y | -46.2% | +44.0% | -90.2% | -55.8% |
| All | -60.8% | +6.5% | -67.3% | -72.0% |
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