+168.4%
PR vs FSLY
-4.2%
+172.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.4% |
| 7D | +2.9% | -10.6% | +13.5% | +4.0% |
| 30D | +18.0% | -20.9% | +38.9% | +20.0% |
| 3M | +16.9% | +3.4% | +13.4% | +15.3% |
| 6M | +28.2% | +2.7% | +25.5% | +23.1% |
| YTD | +69.3% | +102.3% | -32.9% | +47.2% |
| 1Y | +69.5% | +182.1% | -112.6% | +39.7% |
| 3Y | +81.7% | -14.6% | +96.3% | +61.6% |
| 5Y | +422.2% | -55.9% | +478.1% | +362.3% |
| All | +168.4% | -4.2% | +172.6% | +84.3% |
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