+9,303.7%
FTNT vs PSA
+597.2%
+8,706.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | -5.8% | -3.7% | -2.2% | -4.3% |
| 30D | -4.8% | -7.7% | +3.0% | -1.6% |
| 3M | +4.4% | -0.6% | +5.0% | +4.1% |
| 6M | +88.8% | -0.9% | +89.7% | +87.1% |
| YTD | +96.8% | +18.7% | +78.2% | +79.0% |
| 1Y | +104.5% | +7.6% | +96.8% | +94.0% |
| 3Y | +156.8% | +23.7% | +133.1% | +120.6% |
| 5Y | +144.1% | +13.7% | +130.4% | +119.0% |
| 10Y | +2,021.8% | +98.9% | +1,922.9% | +1,295.4% |
| All | +9,303.7% | +597.2% | +8,706.6% | +2,778.2% |
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 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