+248.9%
PCAR vs FSLY
-4.2%
+253.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.3% |
| 7D | -0.5% | -10.6% | +10.1% | 0.0% |
| 30D | -6.2% | -20.9% | +14.7% | -5.4% |
| 3M | +5.9% | +3.4% | +2.5% | +5.3% |
| 6M | +0.4% | +2.7% | -2.3% | -1.3% |
| YTD | +14.8% | +102.3% | -87.4% | +7.8% |
| 1Y | +30.1% | +182.1% | -152.0% | +18.8% |
| 3Y | +66.7% | -14.6% | +81.2% | +57.5% |
| 5Y | +166.1% | -55.9% | +222.0% | +147.2% |
| All | +248.9% | -4.2% | +253.1% | +185.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling