-55.6%
FSLY vs PCOR
-43.0%
-12.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.7% | +0.6% |
| 7D | -10.6% | -9.0% | -1.7% | -4.2% |
| 30D | -20.9% | +4.2% | -25.1% | -23.6% |
| 3M | +3.4% | +14.4% | -11.0% | -8.1% |
| 6M | +2.7% | +0.2% | +2.6% | -2.4% |
| YTD | +102.3% | -20.3% | +122.5% | +124.5% |
| 1Y | +182.1% | -16.1% | +198.2% | +205.5% |
| 3Y | -14.6% | -14.7% | +0.2% | -15.9% |
| All | -55.6% | -43.0% | -12.6% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling