+363.8%
PSX vs FSLY
-54.2%
+418.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.8% | +1.4% |
| 7D | +2.8% | +3.5% | -0.6% | +2.6% |
| 30D | +27.8% | -6.4% | +34.2% | +27.9% |
| 3M | +42.0% | +10.9% | +31.1% | +40.8% |
| 6M | +58.1% | +6.7% | +51.4% | +55.0% |
| YTD | +105.0% | +111.1% | -6.1% | +92.1% |
| 1Y | +104.9% | +185.8% | -80.9% | +86.5% |
| 3Y | +134.1% | -6.6% | +140.6% | +117.9% |
| 5Y | +363.8% | -52.4% | +416.2% | +341.6% |
| All | +363.8% | -54.2% | +418.1% | +341.6% |
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