+209.0%
PM vs FSLY
+5.6%
+203.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.1% | +0.5% |
| 7D | -1.2% | +11.2% | -12.3% | -1.3% |
| 30D | -0.2% | -18.2% | +18.0% | 0.0% |
| 3M | +4.9% | +21.9% | -17.0% | +4.5% |
| 6M | +9.0% | +4.0% | +5.0% | +8.2% |
| YTD | +17.8% | +123.1% | -105.3% | +14.3% |
| 1Y | +16.8% | +196.9% | -180.1% | +12.4% |
| 3Y | +125.4% | -1.3% | +126.7% | +120.5% |
| 5Y | +128.7% | -50.2% | +178.9% | +123.9% |
| All | +209.0% | +5.6% | +203.4% | +155.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling