+2,072.5%
FTNT vs PSLV
+190.6%
+1,881.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.8% |
| 7D | -0.1% | -3.5% | +3.3% | +0.4% |
| 30D | -3.0% | -2.1% | -0.8% | -2.7% |
| 3M | +7.6% | -1.6% | +9.2% | +7.6% |
| 6M | +87.0% | -25.5% | +112.5% | +94.4% |
| YTD | +96.5% | -11.4% | +108.0% | +92.9% |
| 1Y | +92.9% | +48.6% | +44.4% | +68.8% |
| 3Y | +139.8% | +166.9% | -27.0% | +80.6% |
| 5Y | +151.3% | +152.4% | -1.1% | +88.5% |
| All | +2,072.5% | +190.6% | +1,881.9% | +1,325.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling