+2.7%
FSLY vs PCOR
+3.2%
-0.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.7% | -0.8% |
| 7D | -10.6% | -9.0% | -1.7% | -7.2% |
| 30D | -20.9% | +4.2% | -25.1% | -22.0% |
| 3M | +3.4% | +14.4% | -11.0% | -1.1% |
| 6M | +2.7% | +0.2% | +2.6% | -7.7% |
| All | +2.7% | +3.2% | -0.5% | -7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling