+104.5%
FTNT vs PSA
+7.3%
+97.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | -0.2% |
| 7D | -5.8% | -3.7% | -2.2% | -6.2% |
| 30D | -4.8% | -7.7% | +3.0% | -5.5% |
| 3M | +4.4% | -0.6% | +5.0% | +4.3% |
| 6M | +88.8% | -0.9% | +89.7% | +87.1% |
| YTD | +96.8% | +18.7% | +78.2% | +89.4% |
| 1Y | +104.5% | +7.6% | +96.8% | +101.2% |
| All | +104.5% | +7.3% | +97.2% | +101.2% |
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