+35.8%
PCAR vs FSLY
+2.5%
+33.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.4% |
| 7D | +4.9% | +4.9% | +0.1% | +4.8% |
| 30D | -1.4% | -33.5% | +32.1% | -0.4% |
| 3M | -18.1% | -44.6% | +26.5% | -17.0% |
| 6M | -4.0% | -9.2% | +5.2% | -4.6% |
| YTD | -1.5% | +63.3% | -64.7% | -5.4% |
| 1Y | +13.2% | +45.3% | -32.1% | +9.5% |
| 3Y | +35.8% | +3.7% | +32.1% | +22.2% |
| All | +35.8% | +2.5% | +33.3% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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