+87.6%
PR vs FSLY
-6.2%
+93.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.1% |
| 7D | -12.4% | -22.4% | +10.0% | -11.0% |
| 30D | -6.6% | -45.5% | +38.9% | -3.2% |
| 3M | +7.5% | -30.4% | +37.9% | +8.9% |
| 6M | +10.8% | -22.1% | +32.9% | +10.8% |
| YTD | +57.0% | +57.0% | 0.0% | +44.3% |
| 1Y | +67.9% | +38.2% | +29.7% | +56.3% |
| 3Y | +87.6% | -2.5% | +90.1% | +51.0% |
| All | +87.6% | -6.2% | +93.8% | +51.0% |
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