-55.6%
FSLY vs PRU
+48.6%
-104.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -1.7% |
| 7D | -10.6% | +1.9% | -12.5% | -12.1% |
| 30D | -20.9% | +2.7% | -23.6% | -22.6% |
| 3M | +3.4% | +19.5% | -16.0% | -12.0% |
| 6M | +2.7% | +26.6% | -23.9% | -17.1% |
| YTD | +102.3% | +12.3% | +89.9% | +80.4% |
| 1Y | +182.1% | +18.0% | +164.0% | +139.3% |
| 3Y | -14.6% | +47.0% | -61.6% | -44.0% |
| All | -55.6% | +48.6% | -104.1% | -68.8% |
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