-19.0%
PYPL vs FSLY
+181.7%
-200.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -3.3% |
| 7D | +2.4% | -10.6% | +13.1% | +2.4% |
| 30D | -5.1% | -20.9% | +15.8% | -5.1% |
| 3M | +28.6% | +3.4% | +25.1% | +28.6% |
| 6M | +17.9% | +2.7% | +15.2% | +17.5% |
| YTD | -5.3% | +102.3% | -107.5% | -6.1% |
| 1Y | -19.0% | +182.1% | -201.1% | -22.8% |
| All | -19.0% | +181.7% | -200.7% | -22.8% |
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