+73.4%
PGR vs FSLY
+1.6%
+71.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.7% |
| 7D | -0.6% | +12.5% | -13.1% | -0.4% |
| 30D | +4.9% | -18.8% | +23.8% | +4.7% |
| 3M | +7.6% | +22.7% | -15.0% | +8.0% |
| 6M | +8.3% | -3.7% | +12.0% | +8.7% |
| YTD | +1.7% | +127.5% | -125.8% | +3.5% |
| 1Y | -6.8% | +193.5% | -200.4% | -4.9% |
| 3Y | +73.4% | -1.3% | +74.8% | +76.2% |
| All | +73.4% | +1.6% | +71.9% | +76.2% |
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