+2,996.9%
FTNT vs PBF
+289.1%
+2,707.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.8% |
| 7D | +7.1% | +6.5% | +0.6% | +6.3% |
| 30D | -30.9% | -20.0% | -10.9% | -29.3% |
| 3M | -23.1% | -3.3% | -19.8% | -23.4% |
| 6M | +8.1% | +76.8% | -68.7% | -0.1% |
| YTD | +60.2% | +168.9% | -108.7% | +39.2% |
| 1Y | +57.0% | +96.4% | -39.4% | +41.3% |
| 3Y | +152.9% | +77.2% | +75.7% | +123.2% |
| 5Y | +85.9% | +417.7% | -331.8% | +39.6% |
| 10Y | +1,896.5% | +264.7% | +1,631.8% | +1,256.8% |
| All | +2,996.9% | +289.1% | +2,707.8% | +1,768.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling