+106.6%
PCAR vs FSLY
-68.3%
+174.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.5% | -2.6% |
| 7D | +0.1% | -31.4% | +31.5% | +1.7% |
| 30D | -4.6% | -37.3% | +32.7% | -2.8% |
| 3M | -22.6% | -30.1% | +7.5% | -22.0% |
| 6M | -12.0% | -49.8% | +37.8% | -10.4% |
| YTD | -6.1% | +55.7% | -61.8% | -12.2% |
| 1Y | +6.3% | +44.5% | -38.2% | -0.2% |
| 3Y | +31.8% | -4.3% | +36.1% | +21.0% |
| All | +106.6% | -68.3% | +174.9% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling