+104.5%
FTNT vs PBF
+176.4%
-71.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | -5.8% | +4.3% | -10.1% | -6.1% |
| 30D | -4.8% | +22.0% | -26.8% | -5.8% |
| 3M | +4.4% | +74.5% | -70.1% | +1.5% |
| 6M | +88.8% | +67.7% | +21.1% | +82.6% |
| YTD | +96.8% | +179.2% | -82.4% | +89.5% |
| 1Y | +104.5% | +170.0% | -65.5% | +99.2% |
| All | +104.5% | +176.4% | -71.9% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling