+96.9%
PSX vs FSLY
+161.0%
-64.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.4% | -4.5% |
| 7D | -5.2% | -22.2% | +17.0% | -5.1% |
| 30D | -3.7% | -19.1% | +15.4% | -3.7% |
| 3M | +26.8% | -15.7% | +42.5% | +26.6% |
| 6M | +47.3% | -23.5% | +70.8% | +47.1% |
| YTD | +105.4% | +106.6% | -1.2% | +113.2% |
| 1Y | +96.9% | +164.3% | -67.3% | +101.1% |
| All | +96.9% | +161.0% | -64.1% | +101.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling