+73.6%
PSA vs FSLY
+7.7%
+65.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.3% | +0.6% |
| 7D | -1.8% | +12.5% | -14.3% | -2.3% |
| 30D | -8.4% | -18.8% | +10.5% | -7.7% |
| 3M | -7.8% | +22.7% | -30.5% | -8.9% |
| 6M | +0.8% | -3.7% | +4.5% | -0.6% |
| YTD | +16.5% | +127.5% | -111.0% | +9.3% |
| 1Y | +4.7% | +193.5% | -188.8% | -3.6% |
| 3Y | +21.1% | -1.3% | +22.4% | +14.9% |
| 5Y | +14.2% | -47.3% | +61.5% | +6.6% |
| All | +73.6% | +7.7% | +65.9% | +37.3% |
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 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