+166.6%
PR vs FSLY
-22.7%
+189.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.6% |
| 7D | +6.0% | +4.9% | +1.1% | +5.5% |
| 30D | -4.2% | -33.5% | +29.3% | -0.9% |
| 3M | +10.0% | -44.6% | +54.6% | +14.8% |
| 6M | +15.6% | -9.2% | +24.8% | +13.9% |
| YTD | +68.2% | +63.3% | +4.9% | +47.5% |
| 1Y | +79.2% | +45.3% | +33.9% | +59.1% |
| 3Y | +94.9% | +3.7% | +91.2% | +67.2% |
| 5Y | +272.8% | -67.2% | +339.9% | +237.0% |
| All | +166.6% | -22.7% | +189.3% | +84.6% |
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 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