+41.1%
PWR vs FSLY
+41.1%
0.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.5% |
| 7D | +11.3% | +4.9% | +6.4% | +11.0% |
| 30D | -8.9% | -33.5% | +24.7% | -7.0% |
| 3M | -10.5% | -44.6% | +34.1% | -8.3% |
| 6M | -22.2% | -9.2% | -12.9% | -21.7% |
| YTD | +42.7% | +63.3% | -20.5% | +45.6% |
| 1Y | +41.1% | +45.3% | -4.2% | +46.8% |
| All | +41.1% | +41.1% | 0.0% | +46.8% |
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