+28.9%
PM vs FSLY
+36.0%
-7.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.4% |
| 7D | -7.3% | -22.4% | +15.1% | -7.7% |
| 30D | -4.0% | -45.5% | +41.4% | -5.2% |
| 3M | +2.7% | -30.4% | +33.1% | +2.3% |
| 6M | +14.9% | -22.1% | +36.9% | +15.0% |
| YTD | +23.5% | +57.0% | -33.4% | +21.1% |
| All | +28.9% | +36.0% | -7.1% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling