+168.1%
PM vs FSLY
-68.3%
+236.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -1.8% |
| 7D | -5.2% | -31.4% | +26.2% | -5.2% |
| 30D | +2.7% | -37.3% | +40.0% | +2.7% |
| 3M | +6.1% | -30.1% | +36.2% | +6.1% |
| 6M | +18.0% | -49.8% | +67.8% | +18.2% |
| YTD | +26.6% | +55.7% | -29.1% | +24.3% |
| 1Y | +36.7% | +44.5% | -7.8% | +34.4% |
| 3Y | +146.0% | -4.3% | +150.4% | +142.1% |
| All | +168.1% | -68.3% | +236.4% | +157.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling