+203.7%
PM vs FSLY
-4.2%
+208.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -1.9% |
| 7D | -4.9% | -10.6% | +5.8% | -4.8% |
| 30D | -3.4% | -20.9% | +17.5% | -3.2% |
| 3M | +5.2% | +3.4% | +1.8% | +5.0% |
| 6M | +3.7% | +2.7% | +1.0% | +2.8% |
| YTD | +15.8% | +102.3% | -86.5% | +12.5% |
| 1Y | +17.4% | +182.1% | -164.7% | +12.9% |
| 3Y | +116.9% | -14.6% | +131.5% | +112.7% |
| 5Y | +117.3% | -55.9% | +173.2% | +113.2% |
| All | +203.7% | -4.2% | +208.0% | +151.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling