+139.8%
FTNT vs PSLV
+165.9%
-26.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.8% |
| 7D | -0.1% | -3.5% | +3.3% | +0.1% |
| 30D | -3.0% | -2.1% | -0.8% | -2.8% |
| 3M | +7.6% | -1.6% | +9.2% | +7.6% |
| 6M | +87.0% | -25.5% | +112.5% | +90.3% |
| YTD | +96.5% | -11.4% | +108.0% | +95.3% |
| 1Y | +92.9% | +48.6% | +44.4% | +83.1% |
| 3Y | +139.8% | +166.9% | -27.0% | +121.5% |
| All | +139.8% | +165.9% | -26.0% | +121.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling