-22.1%
PYPL vs FSLY
+205.2%
-227.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.7% | -7.6% | -1.9% |
| 7D | -4.3% | +11.2% | -15.5% | -4.3% |
| 30D | -11.5% | -18.2% | +6.7% | -11.5% |
| 3M | +26.1% | +21.9% | +4.2% | +26.1% |
| 6M | +13.7% | +4.0% | +9.6% | +13.3% |
| YTD | -9.8% | +123.1% | -132.9% | -10.6% |
| 1Y | -22.1% | +196.9% | -218.9% | -23.6% |
| All | -22.1% | +205.2% | -227.3% | -23.6% |
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