+125.1%
PM vs FSLY
-54.2%
+179.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.4% | -3.2% | +1.2% |
| 7D | -1.3% | +3.5% | -4.8% | -1.3% |
| 30D | -2.6% | -6.4% | +3.8% | -2.6% |
| 3M | +5.8% | +10.9% | -5.1% | +5.7% |
| 6M | +10.6% | +6.7% | +3.9% | +10.1% |
| YTD | +17.2% | +111.1% | -93.9% | +15.2% |
| 1Y | +17.6% | +185.8% | -168.1% | +15.2% |
| 3Y | +124.3% | -6.6% | +130.8% | +121.9% |
| 5Y | +125.1% | -52.4% | +177.5% | +112.7% |
| All | +125.1% | -54.2% | +179.3% | +112.7% |
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