+35.0%
PWR vs FSLY
+41.0%
-6.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +19.1% | +11.8% | +7.3% | +18.2% |
| 30D | -12.0% | -36.5% | +24.5% | -10.0% |
| 3M | -10.6% | -39.7% | +29.2% | -8.7% |
| 6M | -20.8% | -9.7% | -11.2% | -20.4% |
| YTD | +43.7% | +68.9% | -25.1% | +45.7% |
| 1Y | +35.0% | +44.5% | -9.5% | +40.9% |
| All | +35.0% | +41.0% | -6.0% | +40.9% |
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 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