+164.3%
FSLY vs PCOR
+4.0%
+160.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +19.7% | -19.8% | -9.1% |
| 7D | -22.2% | +21.8% | -44.0% | -29.8% |
| 30D | -19.1% | +39.5% | -58.7% | -32.3% |
| 3M | -15.7% | +35.2% | -50.9% | -28.6% |
| 6M | -23.5% | +21.7% | -45.2% | -31.8% |
| YTD | +106.6% | +3.9% | +102.7% | +146.2% |
| 1Y | +164.3% | +6.9% | +157.3% | +193.7% |
| All | +164.3% | +4.0% | +160.2% | +193.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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