+127.9%
PNC vs FSLY
-0.4%
+128.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -1.2% |
| 7D | -0.7% | +11.2% | -11.9% | -1.3% |
| 30D | -4.4% | -18.2% | +13.8% | -3.6% |
| 3M | +4.5% | +21.9% | -17.4% | +3.0% |
| 6M | +19.1% | +4.0% | +15.0% | +16.6% |
| YTD | +18.0% | +123.1% | -105.1% | +9.2% |
| 1Y | +24.1% | +196.9% | -172.8% | +10.2% |
| All | +127.9% | -0.4% | +128.3% | +98.5% |
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