+7,554.6%
FTNT vs PSA
+675.6%
+6,879.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +7.1% | -1.4% | +8.5% | +7.7% |
| 30D | -30.9% | +15.2% | -46.1% | -35.2% |
| 3M | -23.1% | +2.2% | -25.3% | -24.3% |
| 6M | +8.1% | +11.7% | -3.6% | +1.8% |
| YTD | +60.2% | +32.0% | +28.2% | +38.5% |
| 1Y | +57.0% | +26.3% | +30.7% | +38.4% |
| 3Y | +152.9% | +52.4% | +100.6% | +96.7% |
| 5Y | +85.9% | +26.3% | +59.6% | +59.0% |
| 10Y | +1,896.5% | +132.3% | +1,764.2% | +1,119.3% |
| All | +7,554.6% | +675.6% | +6,879.0% | +2,127.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling