+59.6%
PPL vs FSLY
-4.2%
+63.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.1% |
| 7D | +2.7% | -10.6% | +13.3% | +2.9% |
| 30D | +0.5% | -20.9% | +21.4% | +0.9% |
| 3M | +0.7% | +3.4% | -2.8% | +0.3% |
| 6M | -7.6% | +2.7% | -10.3% | -8.6% |
| YTD | +1.8% | +102.3% | -100.4% | -1.9% |
| 1Y | -0.8% | +182.1% | -182.8% | -5.6% |
| 3Y | +56.9% | -14.6% | +71.4% | +52.4% |
| 5Y | +39.5% | -55.9% | +95.4% | +33.7% |
| All | +59.6% | -4.2% | +63.9% | +28.5% |
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