+150.2%
PSX vs FSLY
+6.5%
+143.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.3% | -3.1% | +2.9% |
| 7D | -0.4% | -17.9% | +17.6% | +0.3% |
| 30D | -8.1% | -34.7% | +26.6% | -6.8% |
| 3M | +15.9% | -40.0% | +55.9% | +17.5% |
| 6M | +49.4% | -11.8% | +61.2% | +48.5% |
| YTD | +104.7% | +69.5% | +35.1% | +94.4% |
| 1Y | +89.1% | +44.0% | +45.1% | +81.8% |
| All | +150.2% | +6.5% | +143.7% | +120.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling