-33.4%
FSLY vs PRU
+80.8%
-114.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | -0.4% |
| 7D | -22.4% | +3.2% | -25.6% | -23.4% |
| 30D | -45.5% | +7.9% | -53.4% | -47.6% |
| 3M | -30.4% | +1.8% | -32.2% | -31.1% |
| 6M | -22.1% | +24.1% | -46.2% | -30.8% |
| YTD | +57.0% | +12.4% | +44.6% | +46.6% |
| 1Y | +38.2% | +20.9% | +17.3% | +24.2% |
| 3Y | -2.5% | +55.5% | -58.0% | -22.5% |
| 5Y | -68.8% | +42.7% | -111.5% | -73.7% |
| All | -33.4% | +80.8% | -114.2% | -41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling