-14.9%
PLUG vs FSLY
-4.2%
-10.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.4% | +3.7% |
| 7D | -0.9% | -10.6% | +9.7% | +2.6% |
| 30D | +3.3% | -20.9% | +24.2% | +9.2% |
| 3M | -39.7% | +3.4% | -43.1% | -42.0% |
| 6M | -12.5% | +2.7% | -15.2% | -24.0% |
| YTD | +10.2% | +102.3% | -92.1% | -34.5% |
| 1Y | +50.7% | +182.1% | -131.4% | -26.4% |
| 3Y | -74.5% | -14.6% | -59.9% | -82.3% |
| 5Y | -91.8% | -55.9% | -35.9% | -93.6% |
| All | -14.9% | -4.2% | -10.7% | -55.2% |
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