+239.3%
PGR vs FSLY
+5.6%
+233.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -3.4% | +7.5% | -11.0% | -3.5% |
| 30D | +1.8% | -21.1% | +22.9% | +2.1% |
| 3M | +5.9% | +21.8% | -15.9% | +5.4% |
| 6M | +4.6% | -0.1% | +4.7% | +3.9% |
| YTD | +1.1% | +123.1% | -122.0% | -1.4% |
| 1Y | -6.6% | +208.6% | -215.1% | -9.7% |
| 3Y | +74.2% | -1.3% | +75.5% | +70.9% |
| 5Y | +159.5% | -48.4% | +207.9% | +154.6% |
| All | +239.3% | +5.6% | +233.7% | +193.4% |
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