-28.1%
FSLY vs PRU
+82.3%
-110.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.4% |
| 7D | -17.9% | -2.8% | -15.1% | -16.3% |
| 30D | -34.7% | +8.5% | -43.2% | -37.4% |
| 3M | -40.0% | +1.7% | -41.8% | -40.6% |
| 6M | -11.8% | +24.8% | -36.6% | -21.9% |
| YTD | +69.5% | +13.3% | +56.3% | +57.7% |
| 1Y | +44.0% | +21.4% | +22.6% | +29.1% |
| 3Y | +5.2% | +54.8% | -49.5% | -16.2% |
| 5Y | -65.6% | +42.4% | -107.9% | -70.9% |
| All | -28.1% | +82.3% | -110.3% | -36.7% |
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