-66.5%
FSLY vs PRU
+42.1%
-108.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -4.1% |
| 7D | +4.9% | +3.6% | +1.2% | +1.7% |
| 30D | -33.5% | +8.9% | -42.4% | -38.2% |
| 3M | -44.6% | +0.2% | -44.8% | -44.9% |
| 6M | -9.2% | +23.7% | -33.0% | -25.5% |
| YTD | +63.3% | +13.7% | +49.5% | +43.4% |
| 1Y | +45.3% | +20.6% | +24.7% | +20.7% |
| 3Y | +3.7% | +56.3% | -52.6% | -36.5% |
| All | -66.5% | +42.1% | -108.6% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling