+44.0%
FSLY vs PRU
+20.7%
+23.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.4% |
| 7D | -17.9% | -2.8% | -15.1% | -16.8% |
| 30D | -34.7% | +8.5% | -43.2% | -35.7% |
| 3M | -40.0% | +1.7% | -41.8% | -39.3% |
| 6M | -11.8% | +24.8% | -36.6% | -19.1% |
| YTD | +69.5% | +13.3% | +56.3% | +56.7% |
| 1Y | +44.0% | +21.4% | +22.6% | +24.3% |
| All | +44.0% | +20.7% | +23.2% | +24.3% |
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