-64.9%
FSLY vs PCOR
-10.0%
-54.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -26.9% | 0.0% | -26.9% | -26.9% |
| 7D | -40.0% | +23.7% | -63.7% | -49.3% |
| 30D | -39.7% | +39.0% | -78.7% | -53.1% |
| 3M | -40.9% | +35.8% | -76.7% | -53.7% |
| 6M | -52.5% | +38.2% | -90.7% | -64.2% |
| YTD | +51.1% | +3.9% | +47.1% | +35.5% |
| 1Y | +90.6% | +5.7% | +84.9% | +71.4% |
| 3Y | -12.4% | +44.8% | -57.2% | -40.8% |
| 5Y | -69.1% | -19.8% | -49.3% | -72.7% |
| All | -64.9% | -10.0% | -54.9% | -69.9% |
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