+153.0%
FTNT vs PBF
+817.4%
-664.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | +1.7% | +1.4% | +0.4% | +1.6% |
| 30D | -4.3% | +15.8% | -20.1% | -5.9% |
| 3M | +13.6% | +90.3% | -76.7% | +5.6% |
| 6M | +87.6% | +102.8% | -15.2% | +72.0% |
| YTD | +98.0% | +187.3% | -89.3% | +73.9% |
| 1Y | +96.9% | +161.8% | -64.9% | +73.6% |
| 3Y | +145.4% | +55.5% | +89.9% | +120.9% |
| 5Y | +153.0% | +801.9% | -648.9% | +112.0% |
| All | +153.0% | +817.4% | -664.4% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling