+2,072.5%
FTNT vs PSA
+102.6%
+1,969.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | -0.1% | -1.8% | +1.7% | +0.5% |
| 30D | -3.0% | -8.4% | +5.4% | 0.0% |
| 3M | +7.6% | -7.8% | +15.4% | +10.4% |
| 6M | +87.0% | +0.8% | +86.2% | +84.2% |
| YTD | +96.5% | +16.5% | +80.0% | +82.1% |
| 1Y | +92.9% | +4.7% | +88.2% | +86.3% |
| 3Y | +139.8% | +21.1% | +118.8% | +111.2% |
| 5Y | +151.3% | +14.2% | +137.1% | +129.2% |
| All | +2,072.5% | +102.6% | +1,969.9% | +1,455.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling