+162.8%
FTNT vs PSX
+362.1%
-199.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.8% |
| 7D | -0.1% | +1.7% | -1.9% | -0.5% |
| 30D | -3.0% | +15.6% | -18.6% | -6.2% |
| 3M | +7.6% | +46.5% | -38.9% | -1.6% |
| 6M | +87.0% | +55.0% | +31.9% | +68.2% |
| YTD | +96.5% | +105.3% | -8.7% | +65.1% |
| 1Y | +92.9% | +101.6% | -8.7% | +62.1% |
| 3Y | +139.8% | +134.1% | +5.7% | +89.8% |
| All | +162.8% | +362.1% | -199.3% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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