+5,102.3%
FTNT vs PSLV
+109.5%
+4,992.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.8% |
| 3M | +7.6% | -1.6% | +9.2% | +7.6% |
| 6M | +87.0% | -25.5% | +112.5% | +93.0% |
| YTD | +96.5% | -11.4% | +108.0% | +94.7% |
| 1Y | +92.9% | +48.6% | +44.4% | +76.1% |
| 3Y | +139.8% | +166.9% | -27.0% | +98.1% |
| 5Y | +151.3% | +152.4% | -1.1% | +107.5% |
| 10Y | +2,082.2% | +187.8% | +1,894.4% | +1,625.1% |
| All | +5,102.3% | +109.5% | +4,992.8% | +4,085.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling