-11.8%
PYPL vs FSLY
-7.5%
-4.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.4% | -7.6% | -3.5% |
| 7D | +1.7% | +3.5% | -1.7% | +1.5% |
| 30D | -9.7% | -6.4% | -3.3% | -9.6% |
| 3M | +29.2% | +10.9% | +18.3% | +27.5% |
| 6M | +13.9% | +6.7% | +7.2% | +9.6% |
| YTD | -8.1% | +111.1% | -119.2% | -18.4% |
| 1Y | -21.4% | +185.8% | -207.2% | -34.2% |
| 3Y | -11.8% | -6.6% | -5.3% | -24.4% |
| All | -11.8% | -7.5% | -4.3% | -24.4% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling