+122.5%
PM vs FSLY
-11.3%
+133.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -2.0% |
| 7D | -4.9% | -10.6% | +5.8% | -5.0% |
| 30D | -3.4% | -20.9% | +17.5% | -3.5% |
| 3M | +5.2% | +3.4% | +1.8% | +5.2% |
| 6M | +3.7% | +2.7% | +1.0% | +3.5% |
| YTD | +15.8% | +102.3% | -86.5% | +14.4% |
| 1Y | +17.4% | +182.1% | -164.7% | +15.7% |
| All | +122.5% | -11.3% | +133.8% | +122.5% |
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