-11.8%
PYPL vs FSLY
+35.3%
-47.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.1% |
| 7D | +1.0% | -22.9% | +23.9% | +0.9% |
| 30D | +5.9% | -44.6% | +50.4% | +5.6% |
| 3M | -0.2% | -41.5% | +41.2% | -0.5% |
| 6M | +30.3% | -20.8% | +51.1% | +30.2% |
| YTD | +1.6% | +59.5% | -58.0% | +1.3% |
| All | -11.8% | +35.3% | -47.2% | -11.2% |
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