+20.3%
PSA vs FSLY
-0.4%
+20.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.7% | -8.0% | -2.4% |
| 7D | -2.2% | +11.2% | -13.4% | -2.4% |
| 30D | -9.6% | -18.2% | +8.6% | -9.3% |
| 3M | -7.9% | +21.9% | -29.8% | -8.5% |
| 6M | -2.0% | +4.0% | -6.0% | -2.9% |
| YTD | +15.7% | +123.1% | -107.3% | +11.6% |
| 1Y | +5.8% | +196.9% | -191.1% | +0.1% |
| All | +20.3% | -0.4% | +20.7% | +19.1% |
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