+144.8%
PNC vs FSLY
-4.2%
+149.1%
-49.6%
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 | +1.4% | -10.6% | +12.0% | +2.2% |
| 30D | -3.8% | -20.9% | +17.1% | -2.6% |
| 3M | +9.0% | +3.4% | +5.6% | +8.1% |
| 6M | +16.6% | +2.7% | +13.9% | +13.5% |
| YTD | +20.4% | +102.3% | -81.8% | +9.3% |
| 1Y | +22.3% | +182.1% | -159.7% | +6.8% |
| 3Y | +124.5% | -14.6% | +139.1% | +107.7% |
| 5Y | +54.1% | -55.9% | +110.0% | +39.6% |
| All | +144.8% | -4.2% | +149.1% | +65.1% |
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