+451.9%
PWR vs FSLY
-49.3%
+501.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.7% | -7.6% | -2.5% |
| 7D | +2.7% | +11.2% | -8.5% | +1.5% |
| 30D | -5.1% | -18.2% | +13.0% | -3.4% |
| 3M | -9.4% | +21.9% | -31.3% | -11.9% |
| 6M | +10.4% | +4.0% | +6.4% | +6.2% |
| YTD | +48.6% | +123.1% | -74.4% | +28.0% |
| 1Y | +68.0% | +196.9% | -128.8% | +37.4% |
| 3Y | +204.7% | -1.3% | +206.0% | +170.3% |
| 5Y | +451.9% | -50.2% | +502.1% | +367.9% |
| All | +451.9% | -49.3% | +501.3% | +367.9% |
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 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