+139.8%
FTNT vs PSKY
-18.9%
+158.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.8% |
| 7D | -0.1% | -2.4% | +2.3% | 0.0% |
| 30D | -3.0% | +11.6% | -14.5% | -3.4% |
| 3M | +7.6% | +1.5% | +6.1% | +7.5% |
| 6M | +87.0% | +7.7% | +79.2% | +86.2% |
| YTD | +96.5% | -20.1% | +116.6% | +97.6% |
| 1Y | +92.9% | -38.3% | +131.2% | +95.9% |
| 3Y | +139.8% | -17.7% | +157.6% | +154.8% |
| All | +139.8% | -18.9% | +158.8% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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