-10.4%
FSLY vs PNR
+79.3%
-89.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.6% | +7.0% | +6.1% |
| 7D | +3.5% | -3.0% | +6.5% | +5.5% |
| 30D | -6.4% | -14.9% | +8.5% | +3.6% |
| 3M | +10.9% | -19.0% | +29.9% | +24.5% |
| 6M | +6.7% | -35.9% | +42.6% | +40.8% |
| YTD | +111.1% | -43.1% | +154.3% | +200.4% |
| 1Y | +185.8% | -46.4% | +232.2% | +324.7% |
| 3Y | -6.6% | -10.8% | +4.3% | -2.1% |
| 5Y | -52.4% | -18.9% | -33.5% | -51.5% |
| All | -10.4% | +79.3% | -89.7% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling