+76.9%
PSA vs FSLY
-4.2%
+81.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.1% |
| 7D | -3.7% | -10.6% | +7.0% | -3.2% |
| 30D | -7.7% | -20.9% | +13.2% | -7.1% |
| 3M | -0.6% | +3.4% | -4.0% | -1.1% |
| 6M | -0.9% | +2.7% | -3.7% | -2.6% |
| YTD | +18.7% | +102.3% | -83.6% | +11.9% |
| 1Y | +7.6% | +182.1% | -174.4% | -0.9% |
| 3Y | +23.7% | -14.6% | +38.2% | +18.1% |
| 5Y | +13.7% | -55.9% | +69.6% | +6.9% |
| All | +76.9% | -4.2% | +81.1% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling