-62.0%
FSLY vs PCOR
-7.6%
-54.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.7% |
| 7D | +4.9% | +3.0% | +1.8% | +2.8% |
| 30D | -33.5% | +38.7% | -72.2% | -48.3% |
| 3M | -44.6% | +24.9% | -69.5% | -54.0% |
| 6M | -9.2% | +68.8% | -78.0% | -40.5% |
| YTD | +63.3% | +6.7% | +56.6% | +43.8% |
| 1Y | +45.3% | +3.0% | +42.3% | +31.5% |
| 3Y | +3.7% | +48.6% | -44.9% | -31.1% |
| 5Y | -67.2% | -12.7% | -54.5% | -72.1% |
| All | -62.0% | -7.6% | -54.4% | -68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling