+73.2%
PR vs FSLY
-9.9%
+83.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.1% | +1.7% |
| 7D | -16.4% | -31.4% | +15.0% | -14.4% |
| 30D | -1.9% | -37.3% | +35.4% | +0.7% |
| 3M | +8.0% | -30.1% | +38.1% | +9.3% |
| 6M | +4.1% | -49.8% | +53.9% | +6.9% |
| YTD | +58.7% | +55.7% | +3.0% | +46.0% |
| 1Y | +75.8% | +44.5% | +31.3% | +62.7% |
| 3Y | +73.2% | -4.3% | +77.5% | +39.9% |
| All | +73.2% | -9.9% | +83.0% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling