+115.2%
PCAR vs FSLY
-67.3%
+182.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.5% |
| 7D | +4.9% | +4.9% | +0.1% | +4.7% |
| 30D | -1.4% | -33.5% | +32.1% | +0.2% |
| 3M | -18.1% | -44.6% | +26.5% | -16.4% |
| 6M | -4.0% | -9.2% | +5.2% | -4.9% |
| YTD | -1.5% | +63.3% | -64.7% | -8.1% |
| 1Y | +13.2% | +45.3% | -32.1% | +6.4% |
| 3Y | +35.8% | +3.7% | +32.1% | +24.0% |
| All | +115.2% | -67.3% | +182.5% | +91.9% |
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