+2,111.2%
FTNT vs PBF
+367.4%
+1,743.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +1.0% |
| 7D | +1.6% | +2.3% | -0.7% | +1.3% |
| 30D | -1.9% | +11.6% | -13.4% | -3.1% |
| 3M | +14.4% | +81.7% | -67.4% | +6.9% |
| 6M | +88.7% | +96.4% | -7.8% | +73.9% |
| YTD | +100.0% | +189.5% | -89.4% | +76.0% |
| 1Y | +99.9% | +180.7% | -80.9% | +75.3% |
| 3Y | +147.9% | +56.6% | +91.3% | +125.4% |
| 5Y | +155.8% | +802.0% | -646.2% | +88.2% |
| All | +2,111.2% | +367.4% | +1,743.7% | +1,491.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling