+13.1%
PSA vs FSLY
-49.3%
+62.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.7% | -8.0% | -2.5% |
| 7D | -2.2% | +11.2% | -13.4% | -2.6% |
| 30D | -9.6% | -18.2% | +8.6% | -9.0% |
| 3M | -7.9% | +21.9% | -29.8% | -8.9% |
| 6M | -2.0% | +4.0% | -6.0% | -3.6% |
| YTD | +15.7% | +123.1% | -107.3% | +8.8% |
| 1Y | +5.8% | +196.9% | -191.1% | -2.8% |
| 3Y | +21.6% | -1.3% | +22.8% | +15.9% |
| 5Y | +13.1% | -50.2% | +63.3% | +0.6% |
| All | +13.1% | -49.3% | +62.5% | +0.6% |
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