+51.8%
FTNT vs PSA
+28.0%
+23.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +1.7% |
| 7D | -25.7% | +10.5% | -36.2% | -23.7% |
| 30D | -29.7% | +21.7% | -51.4% | -27.0% |
| 3M | -23.1% | +6.1% | -29.2% | -21.4% |
| 6M | +45.0% | +18.3% | +26.7% | +49.5% |
| YTD | +62.9% | +36.1% | +26.9% | +60.7% |
| 1Y | +51.8% | +29.3% | +22.5% | +52.8% |
| All | +51.8% | +28.0% | +23.8% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling