+141.6%
FTNT vs PSA
+21.5%
+120.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | 0.0% |
| 7D | +1.7% | -2.2% | +4.0% | +1.9% |
| 30D | -4.3% | -9.6% | +5.3% | -3.5% |
| 3M | +13.6% | -7.9% | +21.5% | +14.3% |
| 6M | +87.6% | -2.0% | +89.6% | +86.8% |
| YTD | +98.0% | +15.7% | +82.2% | +91.4% |
| 1Y | +96.9% | +5.8% | +91.2% | +93.3% |
| All | +141.6% | +21.5% | +120.1% | +135.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling