-66.9%
FSLY vs PCOR
-17.9%
-49.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | -22.9% | +20.7% | -43.6% | -34.0% |
| 30D | -44.6% | +35.7% | -80.2% | -56.6% |
| 3M | -41.5% | +31.1% | -72.5% | -53.5% |
| 6M | -20.8% | +43.1% | -63.9% | -42.2% |
| YTD | +59.5% | +4.8% | +54.7% | +41.6% |
| 1Y | +36.1% | -3.7% | +39.8% | +29.4% |
| 3Y | -1.0% | +46.5% | -47.5% | -35.6% |
| 5Y | -66.9% | -17.3% | -49.7% | -69.6% |
| All | -66.9% | -17.9% | -49.0% | -69.6% |
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