+1,663.0%
PWR vs FSLY
-19.7%
+1,682.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.3% | -2.0% | +3.7% |
| 7D | +4.7% | -17.9% | +22.7% | +6.4% |
| 30D | -12.5% | -34.7% | +22.2% | -9.6% |
| 3M | -9.3% | -40.0% | +30.7% | -6.3% |
| 6M | -22.2% | -11.8% | -10.3% | -22.5% |
| YTD | +44.2% | +69.5% | -25.4% | +31.0% |
| 1Y | +35.5% | +44.0% | -8.4% | +24.9% |
| 3Y | +250.4% | +5.2% | +245.2% | +215.5% |
| 5Y | +425.6% | -65.6% | +491.2% | +373.7% |
| All | +1,663.0% | -19.7% | +1,682.7% | +1,229.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling