-52.2%
PYPL vs FSLY
+5.6%
-57.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.9% | +7.5% | -13.5% | -7.1% |
| 30D | -9.4% | -21.1% | +11.7% | -6.3% |
| 3M | +31.3% | +21.8% | +9.5% | +24.9% |
| 6M | +19.1% | -0.1% | +19.2% | +10.9% |
| YTD | -7.9% | +123.1% | -131.0% | -29.8% |
| 1Y | -17.9% | +208.6% | -226.4% | -43.0% |
| 3Y | -11.6% | -1.3% | -10.3% | -29.3% |
| 5Y | -81.0% | -48.4% | -32.7% | -84.7% |
| All | -52.2% | +5.6% | -57.8% | -71.8% |
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 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