+224.1%
PM vs FSLY
-25.7%
+249.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.4% |
| 7D | -7.3% | -22.4% | +15.1% | -7.0% |
| 30D | -4.0% | -45.5% | +41.4% | -3.4% |
| 3M | +2.7% | -30.4% | +33.1% | +2.9% |
| 6M | +14.9% | -22.1% | +36.9% | +14.8% |
| YTD | +23.5% | +57.0% | -33.4% | +20.2% |
| 1Y | +30.4% | +38.2% | -7.9% | +27.1% |
| 3Y | +143.2% | -2.5% | +145.7% | +136.4% |
| 5Y | +159.5% | -68.8% | +228.3% | +156.1% |
| All | +224.1% | -25.7% | +249.8% | +168.6% |
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