+97.2%
PSA vs FSLY
-20.0%
+117.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -2.1% | +11.8% | -13.9% | -2.5% |
| 30D | +15.6% | -36.5% | +52.1% | +17.2% |
| 3M | +4.1% | -39.7% | +43.8% | +5.4% |
| 6M | +9.2% | -9.7% | +18.9% | +8.4% |
| YTD | +32.3% | +68.9% | -36.6% | +24.9% |
| 1Y | +26.2% | +44.5% | -18.3% | +19.9% |
| 3Y | +53.7% | +4.8% | +48.9% | +44.1% |
| 5Y | +26.6% | -66.0% | +92.6% | +19.7% |
| All | +97.2% | -20.0% | +117.3% | +56.8% |
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