+241.6%
PGR vs FSLY
+7.7%
+233.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.6% |
| 7D | -0.6% | +12.5% | -13.1% | -0.8% |
| 30D | +4.9% | -18.8% | +23.8% | +5.2% |
| 3M | +7.6% | +22.7% | -15.0% | +7.1% |
| 6M | +8.3% | -3.7% | +12.0% | +7.7% |
| YTD | +1.7% | +127.5% | -125.8% | -0.7% |
| 1Y | -6.8% | +193.5% | -200.4% | -9.9% |
| 3Y | +73.4% | -1.3% | +74.8% | +70.3% |
| 5Y | +161.2% | -47.3% | +208.6% | +156.2% |
| All | +241.6% | +7.7% | +233.9% | +195.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling