+9,374.7%
FTNT vs PSKY
+5.0%
+9,369.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.9% |
| 7D | -2.7% | +2.4% | -5.1% | -3.2% |
| 30D | -1.4% | +17.5% | -18.9% | -4.6% |
| 3M | +10.1% | +4.4% | +5.6% | +8.7% |
| 6M | +88.2% | -9.0% | +97.2% | +90.0% |
| YTD | +98.3% | -18.6% | +116.9% | +103.2% |
| 1Y | +96.0% | -27.7% | +123.7% | +103.6% |
| 3Y | +145.8% | -16.9% | +162.6% | +129.3% |
| 5Y | +154.6% | -70.3% | +224.9% | +193.1% |
| 10Y | +2,063.6% | -74.9% | +2,138.6% | +2,049.1% |
| All | +9,374.7% | +5.0% | +9,369.7% | +5,162.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling