+27.5%
PSA vs FSLY
-65.4%
+92.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.3% | -6.3% | -0.3% |
| 7D | -2.1% | -17.9% | +15.9% | -1.5% |
| 30D | +16.2% | -34.7% | +50.9% | +17.6% |
| 3M | +4.3% | -40.0% | +44.4% | +5.6% |
| 6M | +9.9% | -11.8% | +21.7% | +9.2% |
| YTD | +33.3% | +69.5% | -36.3% | +25.7% |
| 1Y | +25.8% | +44.0% | -18.1% | +19.7% |
| 3Y | +54.8% | +5.2% | +49.5% | +45.0% |
| 5Y | +27.5% | -65.6% | +93.1% | +15.9% |
| All | +27.5% | -65.4% | +92.9% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling