+146.8%
PR vs FSLY
-28.5%
+175.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -26.9% | +22.0% | -2.2% |
| 7D | -16.5% | -40.0% | +23.5% | -12.6% |
| 30D | -4.5% | -39.7% | +35.2% | -0.5% |
| 3M | +8.5% | -40.9% | +49.5% | +12.2% |
| 6M | -3.3% | -52.5% | +49.1% | +0.8% |
| YTD | +55.7% | +51.1% | +4.6% | +37.7% |
| 1Y | +82.0% | +90.6% | -8.5% | +55.1% |
| 3Y | +62.5% | -12.4% | +74.9% | +42.0% |
| 5Y | +223.9% | -69.1% | +293.0% | +194.7% |
| All | +146.8% | -28.5% | +175.3% | +72.3% |
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