+63.5%
PPL vs FSLY
-22.7%
+86.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.4% |
| 7D | -0.4% | +4.9% | -5.2% | -0.5% |
| 30D | +2.6% | -33.5% | +36.2% | +3.3% |
| 3M | +0.8% | -44.6% | +45.4% | +1.7% |
| 6M | +1.4% | -9.2% | +10.6% | +0.9% |
| YTD | +4.3% | +63.3% | -59.0% | +0.6% |
| 1Y | +0.8% | +45.3% | -44.5% | -2.6% |
| 3Y | +57.9% | +3.7% | +54.2% | +51.6% |
| 5Y | +48.3% | -67.2% | +115.5% | +42.6% |
| All | +63.5% | -22.7% | +86.2% | +31.7% |
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 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