+145.8%
FTNT vs PBF
+62.4%
+83.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.4% |
| 7D | -2.7% | +2.4% | -5.1% | -3.0% |
| 30D | -1.4% | +24.9% | -26.2% | -3.9% |
| 3M | +10.1% | +81.9% | -71.8% | +2.4% |
| 6M | +88.2% | +79.4% | +8.8% | +73.9% |
| YTD | +98.3% | +188.3% | -90.0% | +72.4% |
| 1Y | +96.0% | +177.3% | -81.3% | +69.5% |
| 3Y | +145.8% | +56.0% | +89.8% | +113.8% |
| All | +145.8% | +62.4% | +83.4% | +113.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling