-14.2%
FSLY vs PRU
+47.2%
-61.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -1.8% |
| 7D | -10.6% | +1.9% | -12.5% | -11.8% |
| 30D | -20.9% | +2.7% | -23.6% | -22.3% |
| 3M | +3.4% | +19.5% | -16.0% | -9.5% |
| 6M | +2.7% | +26.6% | -23.9% | -14.0% |
| YTD | +102.3% | +12.3% | +89.9% | +84.2% |
| 1Y | +182.1% | +18.0% | +164.0% | +145.9% |
| All | -14.2% | +47.2% | -61.4% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling