-80.6%
PYPL vs FSLY
-47.3%
-33.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.5% |
| 7D | -2.3% | +12.5% | -14.7% | -4.0% |
| 30D | -9.0% | -18.8% | +9.8% | -6.6% |
| 3M | +30.6% | +22.7% | +7.9% | +24.8% |
| 6M | +18.6% | -3.7% | +22.3% | +11.8% |
| YTD | -7.2% | +127.5% | -134.7% | -28.3% |
| 1Y | -19.3% | +193.5% | -212.8% | -42.5% |
| 3Y | -12.3% | -1.3% | -11.0% | -27.6% |
| All | -80.6% | -47.3% | -33.3% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling