+64.1%
PPL vs FSLY
-26.3%
+90.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.6% | -0.6% |
| 7D | +0.4% | -31.4% | +31.9% | +1.1% |
| 30D | +5.4% | -37.3% | +42.8% | +6.2% |
| 3M | +4.3% | -30.1% | +34.4% | +4.6% |
| 6M | -1.3% | -49.8% | +48.5% | -0.6% |
| YTD | +4.7% | +55.7% | -51.0% | +1.1% |
| 1Y | +1.3% | +44.5% | -43.2% | -2.1% |
| 3Y | +57.2% | -4.3% | +61.6% | +51.3% |
| 5Y | +48.2% | -68.2% | +116.4% | +42.6% |
| All | +64.1% | -26.3% | +90.4% | +32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling