-63.8%
FSLY vs PCOR
-10.3%
-53.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +3.3% |
| 7D | -31.4% | +22.7% | -54.2% | -41.8% |
| 30D | -37.3% | +37.5% | -74.8% | -50.9% |
| 3M | -30.1% | +35.2% | -65.3% | -45.1% |
| 6M | -49.8% | +42.2% | -92.0% | -63.0% |
| YTD | +55.7% | +3.6% | +52.1% | +39.9% |
| 1Y | +44.5% | -4.8% | +49.2% | +38.6% |
| 3Y | -4.3% | +48.3% | -52.7% | -36.6% |
| 5Y | -68.2% | -20.1% | -48.1% | -71.8% |
| All | -63.8% | -10.3% | -53.5% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling