+164.3%
FSLY vs PRU
+27.9%
+136.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.6% | -6.7% | -1.9% |
| 7D | -22.2% | +9.8% | -31.9% | -24.2% |
| 30D | -19.1% | +11.6% | -30.7% | -22.1% |
| 3M | -15.7% | +3.7% | -19.4% | -15.9% |
| 6M | -23.5% | +33.0% | -56.4% | -33.2% |
| YTD | +106.6% | +16.6% | +90.0% | +89.8% |
| 1Y | +164.3% | +26.9% | +137.3% | +98.4% |
| All | +164.3% | +27.9% | +136.4% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling