+103.0%
PSX vs FSLY
+205.2%
-102.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.0% | +0.6% |
| 7D | +1.8% | +11.2% | -9.3% | +1.7% |
| 30D | +21.6% | -18.2% | +39.8% | +21.9% |
| 3M | +46.5% | +21.9% | +24.6% | +46.2% |
| 6M | +62.0% | +4.0% | +58.0% | +62.9% |
| YTD | +106.3% | +123.1% | -16.8% | +113.3% |
| 1Y | +103.0% | +196.9% | -93.9% | +107.7% |
| All | +103.0% | +205.2% | -102.3% | +107.7% |
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