+65.0%
PPL vs FSLY
-28.5%
+93.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -26.9% | +27.7% | +1.3% |
| 7D | +1.0% | -40.0% | +41.1% | +2.0% |
| 30D | +6.8% | -39.7% | +46.5% | +7.7% |
| 3M | +3.9% | -40.9% | +44.8% | +4.5% |
| 6M | -2.0% | -52.5% | +50.4% | -1.2% |
| YTD | +5.3% | +51.1% | -45.8% | +1.7% |
| 1Y | +2.2% | +90.6% | -88.4% | -2.2% |
| 3Y | +56.7% | -12.4% | +69.1% | +51.2% |
| 5Y | +49.1% | -69.1% | +118.2% | +43.5% |
| All | +65.0% | -28.5% | +93.5% | +33.1% |
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