-46.7%
PYPL vs FSLY
-19.7%
-27.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.3% | -5.1% | +0.2% |
| 7D | -1.2% | -17.9% | +16.8% | +1.2% |
| 30D | +6.1% | -34.7% | +40.8% | +11.9% |
| 3M | +1.1% | -40.0% | +41.1% | +6.5% |
| 6M | +32.7% | -11.8% | +44.6% | +29.2% |
| YTD | +2.8% | +69.5% | -66.8% | -20.2% |
| 1Y | -10.8% | +44.0% | -54.7% | -28.7% |
| 3Y | +9.8% | +5.2% | +4.6% | -16.8% |
| 5Y | -70.2% | -65.6% | -4.7% | -74.7% |
| All | -46.7% | -19.7% | -27.0% | -67.9% |
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