+162.8%
FTNT vs PSLV
+154.2%
+8.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.8% |
| 7D | -0.1% | -3.5% | +3.3% | +0.3% |
| 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% | +92.9% |
| YTD | +96.5% | -11.4% | +108.0% | +92.7% |
| 1Y | +92.9% | +48.6% | +44.4% | +70.6% |
| 3Y | +139.8% | +166.9% | -27.0% | +82.8% |
| All | +162.8% | +154.2% | +8.6% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling