-50.7%
PYPL vs FSLY
-4.2%
-46.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.6% |
| 7D | +2.7% | -10.6% | +13.3% | +4.5% |
| 30D | -4.9% | -20.9% | +16.0% | -2.2% |
| 3M | +28.9% | +3.4% | +25.5% | +25.9% |
| 6M | +18.2% | +2.7% | +15.5% | +9.3% |
| YTD | -5.0% | +102.3% | -107.3% | -26.4% |
| 1Y | -18.8% | +182.1% | -200.9% | -42.9% |
| 3Y | -12.6% | -14.6% | +2.0% | -28.1% |
| 5Y | -80.8% | -55.9% | -24.9% | -84.0% |
| All | -50.7% | -4.2% | -46.5% | -70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling