-47.3%
PYPL vs FSLY
-24.5%
-22.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.4% |
| 7D | +1.0% | -22.9% | +23.9% | +4.4% |
| 30D | +5.9% | -44.6% | +50.4% | +14.4% |
| 3M | -0.2% | -41.5% | +41.2% | +5.5% |
| 6M | +30.3% | -20.8% | +51.1% | +29.0% |
| YTD | +1.6% | +59.5% | -58.0% | -20.4% |
| 1Y | -10.3% | +36.1% | -46.4% | -27.6% |
| 3Y | +8.5% | -1.0% | +9.5% | -17.0% |
| 5Y | -71.0% | -66.9% | -4.0% | -75.2% |
| All | -47.3% | -24.5% | -22.8% | -68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling