-3.5%
FSLY vs PNR
+73.0%
-76.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +2.2% |
| 7D | +12.5% | -6.0% | +18.5% | +17.0% |
| 30D | -18.8% | -14.0% | -4.8% | -10.5% |
| 3M | +22.7% | -21.7% | +44.4% | +41.0% |
| 6M | -3.7% | -37.3% | +33.6% | +28.8% |
| YTD | +127.5% | -45.1% | +172.6% | +231.2% |
| 1Y | +193.5% | -49.1% | +242.7% | +351.6% |
| 3Y | -1.3% | -14.8% | +13.5% | +6.5% |
| 5Y | -47.3% | -21.0% | -26.3% | -45.3% |
| All | -3.5% | +73.0% | -76.5% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling