-33.9%
FSLY vs PRU
+76.7%
-110.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.6% | +5.7% | +4.4% |
| 7D | -31.4% | +2.4% | -33.8% | -32.1% |
| 30D | -37.3% | +6.1% | -43.4% | -39.2% |
| 3M | -30.1% | -0.7% | -29.4% | -29.9% |
| 6M | -49.8% | +22.1% | -71.9% | -54.9% |
| YTD | +55.7% | +9.8% | +45.9% | +47.2% |
| 1Y | +44.5% | +19.4% | +25.1% | +30.7% |
| 3Y | -4.3% | +50.4% | -54.7% | -22.7% |
| 5Y | -68.2% | +37.2% | -105.3% | -72.6% |
| All | -33.9% | +76.7% | -110.6% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling